Why do substances burn with or without flame?

It burns with flames because of the presence of oxygen and without flame because when there is every tendency that dry substances can burn due to intense sunlight on it especially a Sulphuric substance

Flame (fire) is the effect of a chemical reaction that produces visible light and heat. The chemical reaction is going on in the substance being burned ... Thats why coals glow and flames seem to leap into the air.

If your reaction does not have a flame, then either it is not producing visible light or the reaction does not occur in the air above the substance.