All mathematics is produced by physical objects (brains, computers). Therefore the laws of physics determine what theorems are possible, and mathematics has no existence independent of our universe.
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Well, well, if you truly believe that Mandelbrot created the Mandelbrot set, then you've a very peculiar understanding of what 'created' means. He himself didn't believe that: “A formula can be very simple and create a universe of bottomless complexity.” — Benoit Mandelbrot
On the contrary. He created the formula, and the formula, when run on a computer, creates the universe - one iteration at a time.