DEVOTEES of contemporary art may have a difficulty with the Zhou brothers. Unlike Picasso, they don't have blue periods or pink ones. Theirs are less defined. The early years? ''That's when we talked a lot,'' answers Shan Zuo, 41, looking for agreement from Da Huang, 36. The middle years? ''We didn't talk much,'' Shan Zuo replies. ''No. We fought,'' answers the other. ''Threw things, broke a few chairs and sculptures.'' The present? ''We don't have to talk too much,'' says one. ''Or throw things,'' says the other. Meet the Zhou Brothers, the art world's most amiable tag team. One designs, the other paints. One muses, one critiques. And vice versa. When Da Huang lingers too long on the past, Shan Zuo interrupts with: ''That's enough. Get to the present.'' When one asks permission to smoke, both light up. ''We're more comfortable talking this way,'' says Shan Zuo, reaching for an ashtray. ''In the United States, they don't like this.'' The Zhous were in Hongkong this week for their first exhibition at the Mandarin Oriental Fine Arts Gallery. They have painted together as long as they can remember. As early as 1965, they covered the walls of their home in Guangxi - and neighbours' - with murals. When writing of their work, critics are reminded of Jackson Pollock, Miro and Picasso among others. The bold strokes jab the eye in precious metal tones. In their vision, life is basically black, pain is red and hope is white. Profundity is expressed with a curving and twisted line. When pressed, the brothers say they work on 30 paintings of various sizes at once. It's possible when your studio/home measures 16,000 square feet. Photos show them standing on a make-shift bridge, Da Huang pushing a brush the size of a broom over a panel, the size of a plane wing. The Zhous were born in Guangxi, the sons of academics. Their father, a poet-scholar, earned himself a lengthy prison sentence for just being his outspoken self. Shan Zuo didn't meet his father until his 24th birthday. Their collective skills in art, music and film-making were developed and nurtured in schools in Shanghai and Beijing. Life following the Cultural Revolution was good. They established their reputation, earned accolades and graduate school degrees. They lectured around the mainland; their works were in every major museum. But the challenge ''to compete, to see if we could make it'' pushed them to the United States. ''Seven years ago we landed in Chicago with two suitcases, US$30, no English or friends,'' Shan Zuo recalls. Chicago is home ''where we do the big paintings'', where their 15-piece series, Spirit of the Earth, graces the Chicago Cultural Centre, where art dealers from all over the world make house-calls. The Zhous live and work in a multi-storey 16,000-square-feet building, a former Polish social club. Shan Zuo, divorced, has an apartment. So do Da Huang, his wife and child. Their youngest sister, Die Hui, a journalist who wrote their 600-page biographyin Chinese, lives in Chicago but apart from her siblings. ''Sometimes our place scares people because it's so large,'' says Da Huang. ''One artist from China who stayed with us said it was like camping out. Our living space is 6,000 square feet. The rest is studio.'' And a social centre. Hundreds show up for parties and dance around the sculptures. They gawk at two storey-high panels and refill glasses from two professionally-outfitted bars. They visit China frequently, where their older sister lives and their first painting, Striding on Waves , depicting a sailboat on the water, remains intact in the family home. ''It reminds us of the difficult years,'' Shan Zuo adds, ''when art and dreams were our only escape.''