According to quantum mechanics, physics takes place in Hilbert spaces. Bizarre as this notion might be, we have learned to live with it as it continues to be verified whenever experimentally tested. Surely, this abstract identification of a physical system with a state vector in Hilbert space will eventually be found to be incomplete, but in a presently unimaginable way, which will involve some other weird mathematical structure. That Nature uses the same mathematical structures invented by mathematicians is a profound mystery hinting at the way our brains are wired.
Pierre Ramond in Group Theory: A Physicist's Survey.