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Linear optics imposes a relation that is more general than the second law of thermodynamics: For modes undergoing a linear evolution, the full mean occupation number (i.e. photon number for optical modes) does not decrease, provided that the evolution starts from a (generalized) diagonal state. This relation connects to noise-increasing (or heating), and is akin to the second law and holds for a wide set of initial states. Also, the Bose-entropy of modes increases, though this relation imposes additional limitations on the initial states and on linear evolution. We show that heating can be reversed via nonlinear interactions between the modes. They can cool -- i.e. decrease the full mean occupation number and the related noise -- an equilibrium system of modes provided that their frequencies are different. Such an effect cannot exist in energy cooling, where only a part of an equilibrium system is cooled. We describe the cooling set-up via both efficiency and coefficient of performance and relate the cooling effect to the Manley-Rowe theorem in nonlinear optics.