It uses a skin sensation to deliver a vibration effect without any air pressure at all.

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"We can't approach the subtlety of skin, sensation of temperature, touching things yet, " admits Gow.

CNN: The bionic hand with the human touch

It was freezing cold on the skin as I remember, and then the sudden contrast as the hot sensation of the needle pierced through.

BBC: Sniffing out medicine

So when the reinnervated skin (on the chest or shoulder, perhaps) is touched, it registers to the patient as a sensation in the missing limb.

ECONOMIST: Rewiring nerves