All this is is the intersection of 2 half pipes (1/2 a cylinder)
So simply:
1. Make a cylinder of like 5′ radius and 15′ length.
2. Clone a copy by rotating 90 degrees. To make things easy, re-align
the pivot point to the center of the object using the hierarchy tab,
then rotate.
3. Join the 2 together with boolean (create -> compound -> …). Use
Union…
4. Copy this object, and move it to the side. You’ll need it later.
5. Apply the Slice modifier to chop off the bottom 1/2.
6. This is where there are a couple ways to do this, but I’d suggest
the lazy way of converting the object into an editable mesh/poly and
removing the end caps now before using the shell modifier. Doing this
later might not allow the boolean subtraction to be smooth.
7. Now use the handy-dandy “Shell” modifier, and add outer shell, with
no inner shell. You’ll see why in a sec…
8. Create another boolean object from the object you’re working on by
subtracting that object you set aside in step 4 from the one you just
applied the shell modifier to. Obviously place the “to be subtracted”
operand B right under the “shelled” one. Use the “Align” tool on the
toolbar for more precise results.
9. Add a few pillars, and thats it.

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