Yes, you heard right. Read on, and I'll teach you, step by step, how to violate the Law of Conservation of Energy.
Here we go.
Step 1: Create a universe. (Yeah, I told you it would be difficult. What'd you expect, plans for a perpetual motion machine? Get real.) You must use the Big-Bang method. The more like ours, the better, if only so we can use the same instruments to study it. The universe you create doesn't have to give rise to or sustain life, but it would be really cool if it did. In fact, I bet you'd win some kind of award, or something – maybe even top honors at the Regional Science Fair.
Step 2: Wait until matter clumps together and photons have crossed the void between clumps. You could wait until the clumps become galaxies (that would be prettier), but the longer you wait, the more difficult the next step will be. (Yeah, as if this recipe weren't already difficult enough.)
Step 3: Initiate a rapid hyper-expansion event. If possible, expand your universe to around 10,000,000,000,000,000,000,000,000 times its current size in less than a femtosecond. The more you expand it, and the quicker, the better the outcome, though at a certain point, the law of diminishing returns begins to apply. The main idea here is to expand space faster than photons can traverse it, and to make the space big and flat.
There! You've done it! You've violated the Law of Conservation of Energy!
So what just happened? How do you know you've violated the Law of Conservation of Energy? Where's your proof? Well, remember those photons that had crossed the space between clumps of matter before you initiated your hyper-expansion event? Take a look at those photons now emerging from the matter-clump gravity wells, and you'll see that they're now blue-shifted. That's right, they've gained energy as a result of the hyper-expansion event.
So why did this happen? Well, when a photon travels through space, it rides the gravitational contours of space like a ball on a hilly landscape (but without the friction, frisky dogs, or air resistance to slow them down). If the ball rolls into a valley, it gains speed (kinetic energy), and when it rolls back out, it loses that speed. The same is true of a photon. When a photon enters a gravity well, which can be produced by a galaxy or a clump of matter in an experimental primordial universe, it gains energy and becomes blue-shifted. But when the photon emerges from the gravity well, it loses the energy it gained falling in and red-shifts back to its original state. In fact, according to the Law of Conservation of Energy, the energy a photon gains as it falls into a gravity well is exactly equal to the energy required for it to climb back out. In the clumpy, primordial universe you created, these gravity wells are very deep, and the energy exchange is profound.
But that's before you initiate your hyper-expansion event. That's when the magic occurs. Imagine a ball rolling into a deep valley, and then just as it reaches maximum speed at the bottom of the valley, the enormous mountains on either side of the valley suddenly drop to just a few feet above the bottom of the valley. The ball will no longer use up all the energy it gained falling into the valley to roll back out. In fact, if all the mountains all over the world have suddenly dropped and leveled out, the ball can keep its increased speed forever. (Remember, no friction, and all that.) The same is true of photons. When you initiate your hyper-expansion event, you drastically flatten your primordial universe, making the gravity wells shallow and easy to climb out of. Any photons that had gained energy by falling into those gravity wells just when the hyper-expansion event occurred now get to keep most of the energy they gained as they continue their journey across the newly-flattened cosmos. Those photons are lucky, because no matter where they end up, it's a downhill trip.
Oh, and another difficult part of this process that you get one, and only one, shot at it. Once you flatten a universe, as with a souffle, you can't make it lumpy again. If the the hyper-expansion event occurs too early or too late, or doesn't hyper-expand enough, then you have to start over with a new universe. In fact, now that I think about it, I'd bet that violating the Law of Conservation of Energy is even more difficult than making a souffle.
If you want to read an ultra-short story I wrote that incorporates this notion, then click here!