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Are there optical systems that make a ray of light travel a different way to (fig A) and from (fig B) ? Does this type of device experience significant losses?

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What you're asking for is known technically as a non-reciprocal optical system, i.e., an optical system which breaks optical reciprocity (see also this link).

Most 'standard' optical systems are reciprocal, which means that behaviour like the one specified in your figures is impossible using 'vanilla' optical elements.

However, there are indeed exceptions, and these are practical enough that they can be built up into practical optical devices, with the most common application being optical isolators.

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These kinds of optical system couple the light on the basis of propogation direction of light. You can create these kind of system using polarizing optics components such as polarisers, Faraday rotators, wave plates, couplers, crystals, prisms and beam splitters

These optics separate and rotate the state of polarization of light as it traverses the device. With the appropriate design, a reflected beam can be annulled (as in 􀀒n optical isolator) or channelled into a different port instead of the entry port (as in an optical circulator).

The loss largely depends on the types of components you use

Optical circulators are one of these kind of optical systems

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