Baby It’s Cold Outside: A Dua To Help You Make The Most of The Severely Cold Weather
لا ِاله ِالا الله ُمَا أشَدَّ بَرْدَ هذا الْيَوْمْ ، اَللّهُمَّ أجِرْنِيْ مِنْ زَمْهَريْرِجَهَنَّمْ – رواه ابن السني
Laa ilaaha illallahu ma ashadda barda hazhal yawm , allahumma ajirni min zamhareeri jahannam.
Translation: “There is no deity but Allah, How severe is the cold of today!
O Allah! Protect me from the severe cold of Jahannam”
Rasulullah 
is reported to have said: ” When a person recites this supplication, Allah says to Jahannam: “Verily a servant of mine has sought refuge in me from you, bear testimony that I have granted him salvation from you”
(Ibn Sunni)
Here is a hadith that makes this clear.
Sayyiduna Abu Hurarah Radiyallahu Anhu reported that Rasulullah said: “ Jahannam complained to its Lord saying ;”Oh My Lord! Parts within me have devoured each other” So Allah 
allowed it two breaths; one in summer and the other in winter. Therefore the extreme heat that you experience (on earth) is caused by the heat of Jahannam and the severe cold too is due to the Az-zamhareer (the extreme cold section of Jahannam)
(Sahih Bukhari, Hadith 537, Sahih Muslim).
This article on Ilmgate explains the cold section of hell in detail.
