No. Mechanical energy is not conserved. There's quite a bit of friction on the slide. So some of the potential energy is lost to heat on the way down, and the child arrives at the bottom with hot pants and less kinetic energy than you might expect.
Maybe push or pull an object with a large amount of mass? you are force a (pushing through object) aka making contact. i hope i helped not good with physics :)
A boiling pot of water (the water travels in a current throughout the pot), a hot air balloon (hot air rises, making the balloon rise) , and cup of a steaming, hot liquid (hot air rises, creating steam) are all situations where convection occurs.
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Of the materials listed wood is the best insulator. It would be the least hot if exposed to similar temperatures.