How do physics work?

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People use their brains and math to construct theories that explain and predict the results of experiments. Experimental data that departs from the theoretical predictions drives the development of better theories. The principle of stationary action is almost always invoked in some way.
 
The way physics works seems rather limiting.

Looks like there's no FTL or backwards time travel, perpetual motion machines don't work, and there's that "entropy" thing...
 
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