Machines use wheels, and humans walk. Why is that?
First, that's not exactly true anymore. These days, most of the movement that humans do is with vehicles using wheels or wings. Riding a bicycle is faster and more efficient than walking, even though the bicycle adds extra weight.
So, why are there no animals that roll? The biggest reason is that the parts of an animal need to be connected. A wheel and its axle are separate pieces that can rotate freely. Here's a wikipedia article with more stuff. Also, pneumatic tires are generally much better than rigid wheels on softer surfaces.
There's no good biological equivalent to wheels, and there's no good mechanical equivalent to muscles. Hydraulic cylinders and pumps are the closest thing available, but they're just not the same.
Still, it is possible to make walking machines with hydraulics; they're just slow and inefficient. So, that only makes sense where movement speed and efficiency don't matter much, but it turns out that those are usually important. Still, there are some cases where they're less important than usual:
1) Hydraulic excavators. Indeed, walking excavators actually exist. They're not common, but they work well enough.
2) Howitzers. In theory, a 155mm howitzer could have 6 or 8 hydraulic legs that would be used to walk off a trailer, aim, and absorb recoil. Yes, it's rather questionable whether that kind of "spider artillery" would have any real advantages over standard towed howitzers, and guided rocket artillery is only going to get better relative to howitzers...but hey, semi-practical walking military robots. There you go.
Bipedal robots are relatively common in science fiction. The reason is simple: individual human warriors are meaningful to people, but one soldier can't do much against a ship or a jet plane. So, giant military robots are a compromise between the realism of teams driving tanks and the romance of individual warriors. They don't need to be practical, they just need to feel possible.
Actually, a lot of existing robots are similar to humans; they just usually only need an arm instead of a whole human. If you look at a hydraulic excavator, it's a lot like a big shoulder and arm with an even bigger hand. Robotic arms on an assembly line are a lot like human arms with the hand replaced by a tool socket. If a robot is going to stay in one place on an assembly line, then there's no point in giving it legs, and if a robot needs to move around a flat factory floor then it's obviously better to use wheels than legs. Robots with 2 arms and a head on a wheeled base can actually be practical sometimes, but it's a waste of money for a robot to have 2 arms if it only needs 1, and for a stationary robot there's no point in having 2 arms on 1 robot instead of 2 separate robotic arms.
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