"It is my conviction that pure mathematical construction enables us to discover the concepts and the laws connecting them which give us the key to the understanding of the phenomena of Nature. Experience can of course guide us in our choice of serviceable mathematical concepts; it cannot possibly be the source from which they are derived; experience of course remains the sole criterion of the serviceability of a mathematical construction for physics, but the truly creative principle resides in mathematics. In a certain sense, therefore, I hold it to be true that pure thought is competent to comprehend the real, as the ancients dreamed."
On the Method of Theoretical Physics, Herbert Spencer lecture delivered at Oxford on 10 June 1933, published in Mein Weltbild, Querido Verlag, Amsterdam 1934 and in Philosophy of Science, Vol. 1, No. 2 (1934), p. 163.