A contact force does no work if the velocity of the point of application of the force is perpendicular to the force itself. For example, when a ball rolls on a planar surface, the normal force acting on the ball creates no work and therefore does not affect the kinetic energy of the rigid body. If there is no relative movement between the interacting surfaces, the displacement is zero, and hence there is no work done by the frictional force. This is important because the frictional forces that enable us to walk or run do zero work during these activities because they act on a point of zero velocity. If, however, one body moves relative to the other at the point of contact, friction contributes to the work done by external forces. This is the case, for example, in cross-country skiing.
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The use of dumbbells gives you a much more comprehensive strengthening effect because the workout engages your stabilizer muscles, in addition to the muscle you may be pin-pointing. Without all of the belts and artificial stabilizers of a machine, you also engage your core muscles, which are your body's natural stabilizers.