The brutal physics of the "milk crate challenge"

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Each column drum that makes up the column has a center hole to be able to interlock with its neighbor:

And they knew, 2500+ years ago, what a 19th century restorer didn’t, which was you couldnt just use an iron block as-is, you had to seal it with soft lead to prevent corrosion (current-day restorers use titanium/unleaded). I think the reason they didn’t use marble itself was perhaps the forces involved (when joining, and over its lifetime) would cause a stressed marble joining-block to shatter, whereas an iron block was malleable and would retain functionality. Eg, giving the whole column a greater survival ability in the event of earthquakes.

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