We demonstrate the existence, as well as determine the conditions, of a Mpemba effect - a counterintuitive phenomenon where a hotter system equilibrates faster than a cooler system when quenched to a cold temperature - in anisotropically driven granular gases. In contrast to earlier studies of Mpemba effect in granular systems, the initial states are stationary, making it a suitable system to experimentally study the effect. Our theoretical predictions for the regular, inverse and strong Mpemba effects agree well with results of event-driven molecular dynamics simulations of hard discs.
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