Melt butter in large pot over medium heat. Add onion, celery, bay leaf, thyme, and allspice and cook 5-7 minutes, or until onion is translucent. Add chestnuts, broth, and 2 cups water, and bring to a boil. Reduce heat to medium-low, cover, and simmer 20-25 minutes, or until chestnuts are very soft. Remove bay leaf.