The easiest way to depict depth in a two dimensional artwork is with diminishing scale. The simple principle at work with diminishing scale is this: things that are larger in the work appear closer to the viewer, and things that are smaller appear farther away. Make sure that you keep this core principle in mind when you are planning your next work.
This ties in with the diminishing scale technique, but is a bit more precise. You can create linear perspective by setting your horizon line across the composition, and placing a vanishing point along that line. Any line in the composition that is defining the side of a three dimensional element should converge on this same point, thus creating the effect of depth.
Here is another simple concept that is often overlooked, and does take planning in advance when you are composing an artwork with depth. If you know certain elements will be more forward or more backward in the depth of your work, plan to layer them over or under other elements to enhance the feel of dimension.
The focus of your art can mean the same thing that it does in photography: it can mean the part of your artwork that is sharp and easily read by the viewer. Elements that are in focus tend to appear closer in the foreground, and elements that are fuzzy and unfocused seem to appear further in the background. Blur the edges of anything that you want to appear out of focus, and sharpen the edges of the in-focus elements of your composition.
This is not always the easiest thing to envision before you start a piece, but color can definitely play a role in creating depth. Landscapes, for instance, are an interesting study. Things more distant in a landscape, such as a mountain, tend to appear lighter in hue and more blue because there is more of the Earth's atmosphere between that far away element and the viewer.
As viewers, we tend to see a composition in the following way: elements towards the top of the composition are more likely to be background elements, and things along the bottom of the composition tend to be seen as in the foreground.
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