In every case in which heat exchange does not occur, or when the heat exchanged is negligible, we see that the future behaves exactly like the past. While there is no friction, for instance, a pendulum can swing forever. But if there is friction then the pendulum heats its supports slightly, loses energy and slows down. Friction produces heat. And immediately we are able to distinguish the future (towards which the pendulum slows) from the past.
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