The second law of thermodynamics normally prescribes that heat tends to disperse, but in certain cases it instead implies that heat will spontaneously concentrate. The spontaneous formation of stars out of cold cosmic nebulae, without which the universe would be dark and dead, is an example of this phenomenon. Here we show that the counter-intuitive thermodynamics of spontaneous heat concentration can be studied experimentally with trapped quantum gases, by using optical lattice potentials to realize weakly coupled arrays of simple dynamical subsystems, so that under the standard assumptions of statistical mechanics, the behavior of the whole system can be predicted from ensemble properties of the isolated components. A naive application of the standard statistical mechanical formalism then identifies the subsystem excitations as heat in this case, but predicts them to share the peculiar property of self-gravitating protostars, of having negative micro-canonical specific heat. Numerical solution of real-time evolution equations confirms the spontaneous concentration of heat in such arrays, with initially dispersed energy condensing quickly into dense ‘droplets’. Analysis of the nonlinear dynamics in adiabatic terms allows it to be related to familiar modulational instabilities. The model thus provides an example of a dictionary mesoscopic system, in which the same non-trivial phenomenon can be understood in both thermodynamical and mechanical terms.