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Hemingway makes great use of imagery when he describes Africa in the eyes of the old man's dreams. He appeals to the reader's senses (sight, sound, and smell in particular) and paints us those mental pictures with words that make his writing so unique.
". . . he dreamed of Africa when he was a boy and long golden beaches and the white beaches so white the hurt your eyes. . . He lived along that coast now every night and in his dreams he heard the surf roar and saw the native boats. . . He smelled the tar and oakum of the deck . . . and he smelled the smell of Africa. . ."
He also uses personification when speaking about the ocean. It makes the ocean more like a character so the reader can get a more personal feel of their experience and their surroundings (setting).
"Why did they make birds so delicate and fine as those sea swallows when the ocean can be so cruel? She is very kind and beautiful . . ."
The first literary element that Hemingway uses to create setting in "The Old Man and the Sea" is imagery. Imagery is used to create a visual picture or sound for the reader. In the quote, "He heard the trembling sounds as flying fish left the water," the reader can hear the tremble of the fish splashing out of the water. This reveals the nautical setting of the book. The author also uses point of view to convey the setting. "The old man can feel the morning coming..." is in third person present tense. The use of present tense seals the events in the "now" position. This keeps the reader involved with the characters as the action takes place. The story is not something that happens in the past: It is something that is always happening.
In describing Santiago's boat, Hemingway says,
"The sail was patched with flour sacks and, furled, it looked like the flag of permanent defeat." Beautiful but sad imagery to show Santiago's poverty.
Concerning the climate/location, we get a description of Santiago himself:
"The brown blotches of the benevolent skin cancer the sun brings from its reflection on the tropic sea were on his cheeks."
And rather than coming out and saying, "This story takes place in the Caribbean Sea," Hemingway mentions fish being taken to market in Havana (Cuba).
All of these examples were in the first three pages of the story. Another close, careful read will give you even more examples to work with. Good luck!
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