These two formats are exactly the same image formats. There is no technical difference between a .jpg file and a .jpeg file — both employ the very same JPEG compression standard and save photos in the same way.
The difference is only in the extension, which is a historical artifact from early computing. The JPEG format was introduced in 1992 by the Joint Photographic Experts Group. The Windows operating system launched Windows in the early era, the operating system had a constraint: extensions were limited to be three characters long.
This forced the 4-character .jpeg extension to be shortened to .jpg for Windows users. Non-Windows systems, without this three-character restriction, continued more info using the complete .jpeg extension from the outset.
Although both extensions perform equally in almost every modern software, certain cases where a system may specifically require the .jpeg file type. For these situations, changing the extension from .jpg to .jpeg is enough.
No real file conversion is needed — simply changing the file extension fixes the issue usually.
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