History proves that physics has not only forced us to choose among problems which came in a crowd; it has imposed upon us such as we should without it never have dreamed of. However varied may be the imagination of man, nature is still a thousand times richer. To follow her we must take ways we have neglected, and these paths lead us often to summits whence we discover new countries. What could be more useful! It is with mathematical symbols as with physical realities; it is in comparing the different aspects of things that we are able to comprehend their inner harmony, which alone is beautiful and consequently worthy of our efforts. The first example I shall cite is so old we are tempted to forget it; it is nevertheless the most important of all. The sole natural object of mathematical thought is the whole number. It is the external world which has imposed the continuum upon us, which we doubtless have invented, but which it has forced us to invent. Without it there would be no infinitesimal analysis; all mathematical science would reduce itself to arithmetic or to the theory of substitutions. On the contrary, we have devoted to the study of the continuum almost all our time and all our strength. Who will regret it; who will think that this time and this strength have been wasted? Analysis unfolds before us infinite perspectives that arithmetic never suspects; it shows us at a glance a majestic assemblage whose array is simple and symmetric; on the contrary, in the theory of numbers, where reigns the unforeseen, the view is, so to speak, arrested at every step. Doubtless it will be said that outside of the whole number there is no rigor, and consequently no mathematical truth; that the whole number hides everywhere, and that we must strive to render transparent the screens which cloak it, even if to do so we must resign ourselves to interminable repetitions. Let us not be such purists and let us be grateful to the continuum, which, if _all_ springs from the whole number, was alone capable of making _so much_ proceed therefrom. Need I also recall that M. Hermite obtained a surprising advantage from the introduction of continuous variables into the theory of numbers? Thus the whole number's own domain is itself invaded, and this invasion has established order where disorder reigned. See what we owe to the continuum and consequently to physical nature. Fourier's series is a precious instrument of which analysis makes continual use, it is by this means that it has been able to represent discontinuous functions; Fourier invented it to solve a problem of physics relative to the propagation of heat. If this problem had not come up naturally, we should never have dared to give discontinuity its rights; we should still long have regarded continuous functions as the only true functions.