Blow between the two cups. Bernoulli's principle states that in areas where air moves rapidly, pressure is low. Blowing between the cups drops the pressure so the higher air pressure of the surrounding air pushes the cups together. Position a desk lamp so that the light points upward. The energy from the light heats the air above it.
Warm air is lighter than cool air, so as the air heats up, it rises above the lamp.
Cool air moves in to replace the warmer, lighter air. Seals rely on extra layers of fat to keep warm while swimming in icy water. To demonstrate this, have one child fill a large ziplock bag about half full with vegetable shortening. Next, another child slips on a ziplock bag like a glove and slides it into the shortening-filled bag, mushing the fat around until it surrounds the hand. Have the first child plunge her ungloved hand into a bucket of ice water and hold it there for twenty to thirty seconds.