According to T. Kun, periods of normal science are replaced by scientific revolutions, and the scientific paradigm changes as a result of these revolutions. The development of physics shows a different tendency, connected with continuity. Physical theories theories relate to each other on the principle of inclusion, one theory includes another as a boundary case, the new theory allows you to reveal the boundaries of the previous theory. The special theory of relativity of A. Einstein at low speeds allows to receive the same consequences, as classical mechanics, and N. Bohr revealed that the quantum mechanical system tends to classical physics in the limit of large numbers. The article is devoted to the transcendental substantiation of physics on the example of the reflections of physicist V. Heisenberg and physicist and philosopher K. F. von weizsecker. Weizsäcker tries to show that physics historically seeks unity. On this basis, he suggests that physics appears completed in a "closed" theory. According to his point of view closed theory is derived from few prerequisites and does not contain permanently variable parameters. All the prerequisites for the unity of physics follow from the conditions of the possibility of experience. However, Heisenberg believes that, in contrast to universal and fundamental categories of thinking as space, time, and causality, the relatively complex forms of thinking characteristic of closed theory cannot be interpreted as a priori. Thus, we face with an attempt by scientists to analyze the application of the Kantian a priori in the field of physics methodology.