Explorer and engineer Phil Nuytten would like to build a colony at the bottom of the sea.
(Phil Nuyttnn's city at the bottom of the sea)
When I think about undersea cities, I tend to think about the bubble city described by Roger Zelazny in his 1976 short story The Eve of Rumoko:
Bubbles... there is one down in the Caribbean called New Eden. Depth, approximately 175 fathoms. As of the most recent census, it was home to over 100,000 people. A huge, illuminated geodesic dome it is, providing an overhead view with which Euclid would have been pleased. For great distances about this dome, strung lights like street lamps line avenues among rocks, bridges over canyons, thoroughfares through mountains.
Of course, science fiction movie fans recall the marvelous underwater city of the Gungans in Star Wars the Phantom Menace:
However, if you want to go back to the origins of this idea, at least in science fiction, you would need to read The Crystal City Under the Sea by Andre Laurie (1895):
This crystal dome, illuminated with a dazzling light, which made the electric lamp look pale, was completely visible in all its parts, and appeared to belong to an immense conservator, covering the most strange and luxuriant vegetation. Further along, there seemed to be a continuation of the building, in the shape of galleries, likewise of crystal.
(Read more about the undersea city)
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