According to Boethius in The Consolation of Philosophy, what is anxiety and how might it be a sickness? And what is the relationship between fortune and human anxiety?  

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Boethius knows anxiety because at the time of his writing The Consolation of Philosophy he was falsely imprisoned for a crime he did not commit, and his anxiety is literally making him ill. This clearly mirrors the modern understanding of the effects of stress on the human body.

Boethius, however, in his anxiety-ridden state, comes to believe that Fortune has turned against him. The personification of Philosophy leads him to the conclusion that Fortune constantly changes, and anxiety is a result of his attempt to prevent that. He has no control of some things, and he must accept this—as cruel as it may sometimes be.

Anxiety acts as a disease, Boethius argues, because it rots away at us and prevents us from understanding truth and knowing our situation. In a real sense, it fabricates situations and makes our feelings much worse. The only cure for it, according to Boethius and Lady Philosophy, is a correct understanding of truth and a realization that you can't control everything. It seems somewhat morbid, but accepting fate and realizing you can't control everything will help you feel more free and less anxious.

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Anxiety is a sickness because it arises from discontent with one's lot in life. In book 2, Lady Philosophy explains that one is never satisfied with what they have; happiness is never complete, and to worry about the happiness that one does not have is what causes anxiety. In this sense, anxiety is to worry about something that does not exist, which is one way of defining Fortune.

Fortune, by definition, is the word we use to refer to undefinable potentialities. As long as one concentrates on what one does not have, or what might be, they weill experience anxiety. As Lady Philosophy puts it:

nothing is wretched, but thinking makes it so, and conversely every lot is happy if borne with equanimity.

That is, one's condition—even that of Boethius in prison awaiting execution—becomes "wretched" only when contemplating the chance that things might be different; true freedom from anxiety can only come from acceptance.

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In The Consolation of Philosophy, Boethius is rotting away in a prison cell, anxious over his impending execution. He knows that he's innocent of all charges and that his trial was an utter travesty, a complete miscarriage of justice. It's all so incredibly unfair; Boethius is about to be deprived of his life and his exalted position at court all because of a trumped-up charge of sedition.

But the wise Lady Philosophy chides Boethius for his anxiety. He has made the mistake, she says, of placing too much trust in the inherently fickle nature of Fortune. Contrary to what Boethius might think, Fortune hasn't changed towards him at all; change is of the very nature of Fortune; that's what she does. Anxiety arises from a forlorn attempt to control the uncontrollable, to hold onto the Wheel of Fortune despite its constant turning. As we do not truly possess Fortune and never will, it can never be a true source of happiness for us.

Lady Philosophy leads Boethius to realize that what makes us unhappy is not what happens to us, but rather our beliefs about what should and should not happen to us. False beliefs are a kind of disease that prevent us from getting at the truth, and can only lead to suffering and anxiety. The only cure for this "disease" is, in Lady Philosophy's words,

[A] correct understanding of the governance of the world.

The remainder of The Consolation of Philosophy is concerned with curing Boethius's suffering by substituting truth for error.

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