Is it practical to build dirt scrapers instead of skyscrapers?
Buildings are often build on the ground into the sky. Would it be conceivable if instead, we build down into the ground instead? We wouldn't have to worry about wind then. I think we could go farther down than up.
Could a world have this?
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Yes, and it's being worked on right now.
The Above Below project aims to take a disused mine in Arizona and convert it into a underground building. The terraces of the mine will be covered by a large domed roof, with some skylights and artificial lighting providing natural light. The building will be 900 feet (274 metre) tall deep and 300 acres (1.2 km²) in area.
Here are two views of the structure:
Here is a detail of the central inverted spire, which is more like what you've imagined:
The "building" must be exceptionally wide for structural stability, and the terraces are important so that there are ways to get up and out of it. Stacking floors vertically would also make for a rather dark "building". Using terraces means that no place inside the "building" is blocked from light.
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