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If we imagine ourselves to be a civilization capable of manipulating very heavy masses in arbitrary spatial and momentum configurations (because we have access to large amounts of motive force, for example), then we can imagine building ponderous rings such that light, pointed in a particular direction, will be gravitationally bent around it and will arrive back precisely where it began. This mimics the behaviour of light at the event horizon of a black hole - there is no escape. To what extent can models like this simulate a real black hole and yield real physical insight as to what lies inside?

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The TL;DR version: even if we could form a synthetic event horizon, it wouldn't help us learn about the black hole interior.

The long version: The phenomena you describe where light essentially orbits a black hole is called the "photon sphere" and it doesn't happen at the event horizon. The radius of a black hole, $R$ is where the event horizon is and the photon sphere where photons can orbit (unstable orbits) is $\frac{3}{2} R$. You don't actually have to form an event horizon to form the photon sphere although I'm pretty sure the density needed to form the photon sphere is greater than the quark degeneracy pressure and so you'd still get a collapse into a black hole.

Unfortunately there aren't any magic tricks and everything we know about general relativity and quantum mechanics says that even if we were infinitely advanced technologically we wouldn't be able to learn anything about what happens beyond the event horizon. Other than the possibility of a firewall at the horizon, there is nothing special or interesting about either the photon sphere or horizon.

The only way we're going to learn about what's inside of a black hole is with a good theory of quantum gravity. No amount of making one to run experiments will help us.

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Absolutely. That's why I asked this:… – Andrew Palfreyman May 20 '13 at 7:16

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