I was happy to contribute to Arnold documentation with a tutorial describing rendering of volumetric fractals with Open Shading Language.
I start with simple examples such as rendering implicit volumes, then translate a sphere example into OSL. Afterwards I build a Mandelbulb OSL shader and add orbit traps for coloring.
Take a look and play with example file! More fractal shapes can be added with this technique and they can result in plenty of weird shapes 🙂
I also tested rendering in GPU mode and it worked out of the box, no additional steps needed.