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We study the thermal rectification phenomenon in ``billiard’’ systems with interacting particles. This interaction induces a local dynamical response of the billiard to an external thermodynamic gradient. To explain this dynamical effect we study the steady state of an asymmetric billiard in terms of the particle and energy reflection coefficients. This allows us to obtain expressions for the region in parameter space where large thermal rectifications are expected. Our results are confirmed by extensive numerical simulations.

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