Body & Soul4 mins ago
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For more on marking an answer as the "Best Answer", please visit our FAQ.There's a common fundamental misuderstanding about what we call theories in Science.
Typically a theory is put forward, and you could get mountains of evidence supporting it but it's still referred to as a theory because you can only prove something in a discipline like maths which is self contained.
In your example Gravity. Einstein put forward the General theory of relativity. This predicted certain things and explained certain things. It explained why Mercury's orbit was not quite right and the numbers agreed - it predicted the sun's gravity would bend the light from a star - at the total eclipse in 1919 this was looked for and indeed the predicted bending was seen.
Now you have to decide what you mean by proved to be TRUE - in the strict sense. Nothing can be proved true - I might float away tomorrow but I wouldn't put money on it.
PS you might be better asking if we have a theory which is "complete". That is whether it can explain and predict behaviour in all situations.
At the moment we don't have a complete theory of gravity because things start to go wrong at the very small scale.
An understanding quantum gravity is one of the great goals of physics at the moment. there are many theories such as string theory, twistor theory and a number of others.
Hopefully one day all the others will be shown to be wrong and we'll have a complete explanation.
It'll still be called a theory though :c)
Following what jake-the peg said, here is a definition of scientific theory as opposed to the more common definition:
http://en.wikipedia.org/wiki/Theory
Also, in science, it is very difficult (maybe impossible) to prove that any theory is true, but it is easier to prove it is not true.