Aristotle's school of philosophy, called the Lyceum, was actually just a gymnasium. His students would step outside and discuss their ideas while walking in the grounds. For this reason, it was called the Peripatetic School (school of walking around). I find that wandering through the city allows my thoughts to decompress. I don't know if it's the oxygen, the exercise, the multisensory input, the ability to see a long distance--all of these would help--but bigger spaces seem to lead to bigger thoughts.
There is a French term, flâneur, which describes someone who takes as much pleasure in the urban environment as most people would in the countryside. It was Baudelaire's word for "a botanist of the sidewalk." There are environments which encourage walking, and Toronto is one. Denver is another, while Manhattan and D.C. grumpily submit, and Los Angeles denies the activity exists except on a treadmill. Christopher Alexander's book, A Pattern Language, springs to mind. A classic tome on architecture and spaces which exude human feeling, it is a book which should be tethered to the hand of anyone who has a hammer or a drafting pencil in the other.
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