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As I know, companies are required to mark they product with patent numbers or they will lose any damage. But I tried to search iphone patent mark and it seems Apple doesn't mark their patent, isn't it? E.g what patent is used in iphone?

On the other hand, if I infringe a patent but doesn't know it, must patent owners notice me first before claim any damage, or they can claim damage immediately?

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Companies are NOT required to mark their product with patent numbers, but if they do they can demonstrate willful infringement on the patent if you decide to copy the product.

Edit: From 35 U.S. Code § 287

In the event of failure so to mark, no damages shall be recovered by the patentee in any action for infringement, except on proof that the infringer was notified of the infringement and continued to infringe thereafter, in which event damages may be recovered only for infringement occurring after such notice

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