How can one be sure that when you put a shoe in a shoe box that the shoe is really still in there? It’s important to remember that a black hole is a PREDICTION of general relativity (our modern theory of how gravity works), first put forth in 1916. Without that their idea simply wouldn’t exist. And then we observe them in modern times and they behave as the theory predicts. That is the situation.
One of course could ask, “How do we know that reality isn’t sprinkled with things that our laws of physics SEEM to exactly explain and model and we didn’t even know to look for until our theories predicted it but also have the additional feature that they randomly YOINK themselves out of existence to mess with us?”. The answer, I suppose, is we don’t.
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