All animals need oxygen to live. Insect get their oxygen through a series of tubes called trachea. Large trachea connect to the outside and then branch ever smaller to end in tiny tubes that deliver oxygen to each insect cell (called tracheoles). The outside of the insect respiratory system contains a valve called a spiracle. The spiracles can regulate the movement of air in and out of the trachea, to create Discontinuous Gas Exchange. When spiracles are closed, little oxygen enters the system and little carbon dioxide is released. The majority of the gas exchange, entry of oxygen and release of carbon dioxide, occurs during a brief period when the spiracles are open.

Spiracle of a Catalpa Hornworm Caterpillar The muscles are relaxed and the opening is largely closed except for a narrow slit down the center
The possible reasons for Discontinuous Gas Exchange are a matter of ongoing discussion and investigation. Possible advantages include conservation of water, reduction in the generation of damaging reactive oxygen molecules or energy conservation. Other physical phenomena may be involved. Human lungs have a cycle alternating between inflow of air into the lungs and outflow of air to the environment. This process creates mass flow of air and ensures adequate levels of oxygen where it is absorbed by the alveolar cells of the lung.
Many insects are small enough to rely on diffusion to deliver oxygen. However, many insects can create pressure gradients within the trachea that lead to mass flow of air into the trachea or out of the trachea. The role of Discontinuous Gas Exchange in ensuring adequate oxygen to the tissues is an open question.