You’re very, very close to getting your head around this concept! Heat is a rather deceptive concept, because it’s something that we’re so very familiar with. And yet, the technical definition of heat and cold are significantly different from how we often describe them in daily life.
As the temperature of our planet drops (in the Northern Hemisphere) into winter, we begin to switch the heat on and notice the cold a bit more. But physically, what are we doing when we heat our homes? Fundamentally, we are using the energy off of our electric grid and donating it to the air within our homes. As you heat a gas, the individual particles within that gas begin to travel faster, and can bash into surfaces at a higher speed - heating those surfaces up, as the air particles donate their energy to the surface. Heating any object is done by the injection of energy from another source which has the energy to spare.
This transfer of energy is invisible to us humans except through our sense of touch. If I touch something warmer than I am, some of the energy within that object is transferred into my skin, and my nervous system translates that energy donation as the sensation of warmth. Something that's only slightly warmer than me donates only a little energy, as we equalize to the same temperature. Something with a lot more energy than me - boiling water, for instance - donates so much energy so quickly that my body will be damaged by it. (See also: sunburns.) But we often refer to “the heat” outside, by which we really mean the temperature. The outside air isn’t heating me up until I go out into it, and then energy transfer into my skin will begin. It’s critical to remember this distinction between heating as an energy donation and temperature, especially once we start considering how this applies to the cold.
Let’s say I touch an ice cube. My nervous system registers this as a cold sensation. But what does that mean, energetically? My body operates at a normal temperature of 98.6 degrees Fahrenheit, whereas the ice cube, by definition, must be at a temperature of less than freezing (32 degrees Fahrenheit). Of the two of us, I have way more energy stored within me than the ice cube does, so as I touch it, I donate some of my warmth - some of my energy - to the ice cube. I heat the ice cube. And so, in heating the ice cube, it will melt where I have touched it.
Has my finger changed temperature? Yes - if I feel that finger, it will feel cold to me. But my circulatory system will soon fix this, as the rest of my body is still operating at 98.6F, and it will donate energy via my blood, heating my finger back up.
Let's turn to the room with a radiator at one end, and a window at the other end. If I sit myself down next to the radiator, I can heat my body. I feel the warmth - the high temperature of the radiator - as it donates energy to my skin, through the heated air. But now what happens if I go stand next to the window? A lot of homes still have single-paned glass in their windows, and while they don’t let any wind through, standing next to them, there is a definite chill. You’re absolutely right that the cold isn’t radiating in, but the energy of the warm air in your house can certainly go into the window pane. That window pane then heats up. But the glass also faces the outside air, which has much less energy than the window pane. And so, the window pane will donate its energy to the outdoors. There is a lot more air outside than there is inside.
This means that the window, because it’s not well insulated against energy transfer, is slowly bleeding your house’s air of the energy which keeps it warm. If you go stand near that window, you’ll notice that the air near the window has lost that energy, because suddenly you are donating your own body heat into the air. If you live in a very cold place, you may have seen window insulation kits advertised for winter; adding a second layer to your window slows this energy transfer from your home to the out-of-doors dramatically, like wearing a wetsuit when you go swimming in cold water.
You’re absolutely right to say that the cold is just the lack of energy, and that warmth is the presence of energy. Heating an object fundamentally means you’re transferring energy into that object. If you touch something, and your senses tell you that it’s cold, you’re simply the donor of energy in that interaction. If you have drafty windows this winter, save yourself a chill and some money by insulating your windows - it’ll keep you from heating the great outdoors.
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