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We propose a Generalized Finite-Differences in the Frequency Domain method for the computation of photonic band structures of finite photonic crystals. Our approach is to discretize some fundamental domain instead of a single unit cell, such that boundary conditions of interest can be introduced into the eigenvalue problem. The validity and effectiveness of the proposed method are shown for the case of a one-dimensional photonic crystal embedded in an optical cavity. The limit from finite to infinite photonic crystals is reviewed in view of the proposed method.

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