Ovid wrote the Metamorphoses nearly two thousand years ago and Dante wrote Purgatorio 1600 years after that - two pieces of literature that dealt with topics which transcend humanity's perceived reality. Each piece of literature attempts to arrive at a truth concerning the essence of human existence, Dante seeks answers within the confines of Catholic dogma while Ovid approaches existence from a paganistic perspective. This demonstrates two very different approaches to the same exact query. Mankind has questioned the existence of a metaphysical realm for generations and consequently shapes the nature of the supernatural world.
The complex pagan religious system of the Romans mirrored that of the Greeks, but what Ovid sought to create was a solid (nearly Bible-like) account of the formation of the world and the source of the multifarious gods. Essentially, Ovid is seeking to rationalize and dogmatize the dozens of deities. Ovid believed that the relationship between the gods and man was reciprocal; they depended on each other for existence:
Many are loud in favour of Jove's speech / And spur his anger; many give quiet assent; / But all deplore the loss of humankind, / And ask what would the future be like / Bereft of mortals? Who would cense their shrines? / Can Jove intend to abandon earth's domain / To the brute beasts to ravage and despoil? (Ovid, 8)
Without humanity, there is no one to worship the gods and likewise without the gods the "brute beasts" would "ravage and despoil" the earth. The physical world, then, is dependant on the supernatural world.
Clearly, there is a distinction between the world of the Roman gods and the world that everyday people live in. Man, according to Ovid, has experienced a gold, silver, bronze and iron age while the gods looked on, not intervening:
So in the marble council-chamber sat / The gods; and Jupiter above them throned (Ovid, 6)
It was not until this moment when Jupiter directly intervened in the world and sent a flood to destroy all of mankind. The two survivors of this flood, Deucalion and Pyrrha, then spawn the rest of humanity.
Jupiter and Neptune eliminated all of mankind because they did not actively worship the gods or remain true to the laws of the gods. Ovid advocates the active participation of the gods in the physical world; so, at this point the supernatural and the physical become intertwined. The Roman gods and humans have a definite connection to one another. They are very similar in making and reacting to situations, however, they still retain a quite different nature as the gods are immortal and humanity is mortal. In fact, the gods actively participate in the occurrences on earth and thusly help to explain natural phenomena.
Dante Alighieri, on the other hand, takes separating the supernatural world from the physical world to great lengths. Simply the setting of the book in a place which does not physically exist anywhere on earth, but...