Add butter and heat over medium heat until butter is melted. Add bell pepper, onion, and celery; cook, stirring occasionally, for 4 to 5 minutes. Add corn and garlic, and cook, stirring frequently, until vegetables are tender, 5 to 6 minutes. Add cream, salt, black pepper, and cayenne, and cook, stirring frequently, until cream has reduced slightly, 3 to 4 minutes.