Bain marie is a cooking method that involves immersing a container with food in another larger one containing hot or boiling water. In this way the cooking takes place gradually and the food does not run the risk of sticking to the bottom of the pan. It can be cooked in a double boiler both in the oven and on the stove.
This type of cooking is essential for the preparation of some sauces that require very moderate heat (such as zabaglione or custard) and thus do not risk "going crazy" (a phenomenon due to excessive heat). There are three types of bain-marie : the first is the real one that requires just mentioned boiling water (in technical jargon we speak of thrill) and is used above all for sauces and creams. The second is the one with full boiling water, suitable for flans and puddings. The third is for keeping sauces and gravies warm and requires warm water.