We present a computational scheme allowing for a self-consistent treatment of a dispersive metallic photonic metamaterial coupled to a gain material incorporated into the nanostructure. The gain is described by a generic four-level system. A critical pumping rate exists for compensating the loss of the metamaterial. Nonlinearities arise due to gain depletion beyond a certain critical strength of a test field. Transmission, reflection, and absorption data as well as the retrieved effective parameters are presented for a lattice of resonant square cylinders embedded in layers of gain material and split ring resonators with gain material embedded into the gaps.
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