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Shenzen has density, but like many newer Chinese highrise districts it's laced with horribly wide roads, and buildings (or complexes) are often far too separated. I'm sure most people walk and take transit in these areas, but it must be pure hell walking through Shenzen's humidity every day. The urban design could be far more pedestrian-friendly.
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as with many foreign places, shenzhen ISN'T accurately depicted in the media, and gets a bad rap from many members of american-centric ssp. those wide roads aren't some example of hubris or flat out idiocy. they aren't even representative of the whole. i'll try to explain my perspective. the eastern half of the pearl delta, from shenzhen stretching up to guangzhou, has tens of thousands of industrial firms. the vast majority of industry (not only in shenzhen, but most everywhere now) uses the just-in-time inventory system. thus the flexibility of trucks is needed to ferry goods and components back and forth through a labyrinth of assemblers, subcontractors, exporters, etc.
the number of WIDE roads in shenzhen can be counted on two hands. the wide roads are also the ones which contain/will contain subway paths. most other roads aren't nearly as wide. if you take the aggregate length of all the lanes of roadway in shenzhen, it would be much smaller than the number for comparably sized cities in north america. but the relatively small number of roads and their traffic seem to be magnified because of the high density. just like north american downtowns are full of cars, but aren't nearly as auto-dominated as the outwardly serene burbs. because there is such density and a need for trucks and buses, wide arterial roads ARE needed. one should not critique the layout of a very large industrial agglomeration with the standards of post industrial cities whose roads are overwhelmingly used by single occupant cars.
the principle of induced demand states that an increase in road supply results in an increase in the aggregate distance traveled. conversely a decrease in aggregate road supply will lead to less traffic. 'cept it doesn't really work here. aside from the already small supply of road vis-a-vis the population, shenzhen (and most of the pearl delta's) roads are disproportionately used by trucks and buses. there's very little elasticity, as these vehicles are driven for utilitarian purposes and would be on the roads regardless, plus these are the vehicles you don't want to impede.
you could argue that shenzhen and other large, high density asian cities aren't pedestrian friendly. many arterial roads in shenzhen (and even in wealthy developed hong kong and tokyo) force pedestrians to use ramps and overpasses to cross. yet at the same time, residents of these high density cities do not have to travel nearly as far to reach amenities and/or transit. compare that to the average resident's experience in a large north american city.
those superblocks aren't that bad of a choice for the conditions of shenzhen. shenzhen suffers from an extreme humid cooling climate and pollution. much of the pollution is generated from the legions of diesel trucks and buses, thus it makes sense for residents to live higher up. if you look closely, each superblock apartment has at least 3 exposed walls. cross ventilation helps to keep a/c costs down in humid cooling climes. some traditional villages still exist in the rural areas of shenzhen and dongguan. they are much more appealing, especially to americans whose tastes drift towards historicism. but residents of superblock enjoy quantitatively better ventilation, in addition to easier access to amenities and transit (one absolutely cannot overlook the advantages and efficiencies of high density).
i'm not saying that life in shenzhen or any other developing world industrial city is great. it isn't. you just cannot avoid the pollution and the dirt. but that's a byproduct of each city's level of economic development, and not a result of bad planning or bad architecture. the planners, architects, and engineers are capable and do their best, but ultimately face many factors outside of their control. the high density asian cities are different, but that isn't the same as saying they're inferior.