Where does photons come from and disappear to? Can photons be destroyed and created? Without atoms would photons exist? What other ways then from atoms can photons be made?
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Photons mediate the electromagnetic force. Atoms are not necessary for photons to exist. You just need charged particles (electrons, protons, etc) to interact with each other from a distance.
There are many ways for a photon to be created and destroyed. Depending upon its wavelength, as it propagates in free space , it could "disappear" and a pair electron-positron could be created in its place. An atom could absorb it, and if it is part of a solid, it could couple its excited energy to a phonon and then create heat.