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Not just focused light. I mean whenever light come from sideway or any angle. What device it called to refract light from any angle to one angle

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There's no way; it can't be done.

The reason we can be so sure about this is that if this device existed, you could use it to make a perpetual motion machine. Imagine that you have an adiabatic chamber (one that doesn't let any heat in or out), and you place a hot object into the chamber. This object will give off thermal radiation until the adiabatic box is filled with radiation at the same temperature as the object. This radiation will be the same in all directions, as it's made of photons bouncing around the box and being emitted and absorbed at random. At this point the system is in equilibrium - you shouldn't be able to extract any work from it.

But if you now put your device into the box, it will take in the radiation (i.e. light) from all angles and concentrate it in one direction. This means that one part of the box will get hotter than the rest, since it's now absorbing more photons. And since you have a hotter and a colder region, you can put a heat engine into the box as well, and extract work. Once you've used this work it will turn back into heat, and if this also takes place inside the box then this heat can be turned back into work again, and the system can run forever.

But since we know perpetual motion machines are impossible, we know that this situation must be impossible, and that tells us your device can't exist. The second law of thermodynamics puts some quite strong constraints on what you can do with optics, and this is one of them.

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    $\begingroup$ I'm doubtful about this sentence: "Once you've used this work and turned it into heat, you can put the heat back into the box and turn it into work again, forever." That last word in particular bugs me. You won't have a 100% efficient heat engine, so even if you can get the rest of the setup to work, this shouldn't be a perpetual motion machine, right? I'm thinking non-linear optics by the way, I'd say you could get a fair amount of randomly oriented light redirected using higher order effects, which can be made highly directional. They definitely won't be 100% efficient either, though. $\endgroup$ – Wouter Mar 1 '15 at 12:54
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    $\begingroup$ Well, if the heat engine is inefficient all it will do is put out a little more heat, which will still be in the box and can still be turned into work eventually. As long as no energy leaves the box, it could run forever. $\endgroup$ – Nathaniel Mar 1 '15 at 13:04
  • $\begingroup$ @Nathaniel All you've shown is that your device must start to fail as it heats up or cools down beyond its designed operating range. The fallacious part is your use of the word forever. I could use the same argument as you gave to show that ice can't exist becausu if I threw ice into a warm already-in-equilibrium adiabatic chamber there would be a temperature gradient and then I can add the word forever (as if equilibrium taking forever to achieve means you have a PMM). Similar reasoning would show superconductors can't exist. They can, but they need to be cooled to operate in some conditions. $\endgroup$ – Timaeus Mar 1 '15 at 16:01
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    $\begingroup$ Nathaniel's analysis is correct (and the idea of putting the lens into a cavity is excellent), but his idea of building a perpetual motion machine is not. Any work done by the system will result in energy leaving the system; it will stop when the box reaches absolute zero. The underlying problem does not relate to heat so much as entropy; Nathaniels thought experiment shows that if such a lens existed it could be used to create a closed system which reduces its own entropy. That's not possible. $\endgroup$ – Peter Webb Mar 1 '15 at 16:26
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    $\begingroup$ @PeterWebb You're correct that it's about violating the 2nd law by decreasing entropy in a closed system. Nathaniel closed his system by stating the box was a perfect insulator, an "adiabatic chamber (one that doesn't let any heat in or out)". No energy will leave the system. $\endgroup$ – Schwern Mar 1 '15 at 16:56
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What you probably looking for is a tube lens, or infinity-corrected tube lens. It takes all light from a point source that fit into lens aperture, and transforms it into parallel bundle of rays.

You can take a look on Throlabs page for more information and actual products, or Nikon's (not an ad!).

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