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Take a source of light which gives out infinite number of rays, each ray with finite number of photons and each photon with a finite amount of energy,

Then, Aren't the number of photons become infinite and hence the energy in the beam of light becomes infinite? If this is wrong, then how's this finite?

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You are confusing a geometrical description, rays, which indeed can be drawn infinitely dense, with a physical situation, which is limited by frequency and source energy. A ray (even if called a "light ray") is not synonymous with light either in its wave manifestation or its particle manifestation. It is a geometrical concept. –  anna v Oct 20 '12 at 8:12
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A ray of light is just an approximation, that treats light as a linearly propagating (ignoring the wave-like behavior of light). It is applicable in certain situations, such as ray optics. Under the right experimental situations, treating light as a ray will not be appropriate.

So, a source of light giving out infinite rays is a convenient approximation that neglects the fact that light is made of photons and so on. Also, it's not meaningful to talk about each ray containing so many photons. If you know the power of the light and its wavelength, you can calculate the number of photons emitted per second (their rate of emission). In that case, you're not using the ray picture!

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Thank you Crazy Buddy –  Prathyush Oct 20 '12 at 16:00
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A light ray isn't an object, it's just a direction. We define the ray to be the direction in which the light is propagating. So while there are an infinite number of possible rays this just means there an infinite number of possible directions for the light to propagate in. You shouldn't think of a ray as an object containing one or more photons.

Also, it's not correct to think of a beam of light as being made up from photons. A photon is the unit of interaction of light with something. For example, in the photoelectric effect the light wave interacts with the metal in units of photons, with each photon, i.e. each interaction, ejecting one photoelectron.

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A good definition for Ray of light is provided by Wiki. It is a theoretical term ideally used to mention the propagation of light in Ray optics (simply, it's an assumption of a path that light may take along its direction). You could draw infinite number of rays from a point source of light. We require rays (at least wave-fronts) for drawing diagrams of reflection, refraction, etc.

According to Wiki,

It is a line or curve perpendicular to the wavefront of light.

If we take Huygens principle (Every point on a given wavefront may be considered as a source of secondary wavelet which spread out in the medium at $c$ and the new wavefront is the forward envelope of secondary wavelet at that instant) into account, we could do a lot of tactics here.

The number of photons in a ray of light at any given period of time (i.e. the rate of emission) is finite. But, that number of photons is also based on our assumption (how we've chosen the ray). Also, the source is always emitting photons until it's switched off...

Photon is just the quantum of electromagnetic radiation or the carrier of EM energy (or force) having zero rest mass, exhibits wave-particle duality and which has the anti-particle only as itself. While calculating the frequency (or wavelength) of the light (or photon), you aren't considering a ray of light 'cause you don't require the use of it.

I can't still understand how the energy became infinity? It becomes infinite only when the frequency is $\infty$ or it's an infinitely energetic source (which is too ideal here).

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+1 for the Huygens principle riff. –  McGarnagle Oct 20 '12 at 8:40
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