New Scientist has an excellent article talking about scientific results that just don't make sense based on our current understanding of how the Universe works...
People outside science usually see it as a graceful progression, steadily moving from new discovery to new discovery. They rarely see the internal debates, the wrong turns, and the dead ends. Paradigm shifts in the physical sciences are rare, and once digested down into the text books they often appear in hindsight to be obvious evolutionary steps whose time had come. In most cases they aren't, the last great shifts in the way we think about physics was the arrival of general relativity and quantum mechanics, and the debates about interpretation of those are still ongoing today.
The really interesting thing about doing science is realising one day that you've figured something out and that you know something, no matter how small, that no one else on the planet knows. Of course you immediately spoil it because the the first thing you do is tell someone, and they usually disagree with your interpretation of things...
Science is a ongoing debate, a living culture, but outsiders rarely see it that way. Hopefully this article will go some way to alleviating that. Scientists rarely find observations that confirm theories interesting, important perhaps, but not interesting. The ones that excites us are those observations that contradict our current world view, they mean we've got something wrong, and there are still things left to discover. To us, it doesn't just mean job security, it means that the Universe is still an interesting place to live.
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