Is there a way to make gradient shadows? Fairly new Blender user here. I'm using Blender Render for this next project of mine and I'm wondering if there is a way to make smoother shadows for these arches.



As you can see, within the arches, each block seems to get less dark, as opposed to a smooth shadow. It might have something to do with how it's built. It is three different pieces, the arches themselves, the block roof and some cubes that fill in the empty space. 

  

Being new, I couldn't really figure out how else to do it, but any input you guys might have would be great! Thanks!
EDIT:

As L0Lock said, to smooth an object, you can simply click on Smooth Shading (in the Tools panel, on the right of your 3D View > Tools > Shading > Smooth) and enable the Auto Smooth option (Properties panel > Data > Normals > Auto Smooth and play with the Angle value).

My first answer was to use both Smooth Shading and Subdivision Surface. Why that? Because it won't only create a gradient shadow, it will also smooth your shape, which is generally what you want. In that case, no need for the Auto Smooth, but you will have to add some edge loops close to your angles to keep your angles sharp. That said you'll probably need to change your topology to make it work: