Our monograph "New physics is the key to solving problems of cosmology and quantum physics" examines the question the relationship between the continuum and discreteness. A new Physics is born at the time of the crisis of theoretical physics and the entire scientific paradigm. Today, at the beginning of the XXI century, at the time of a when scientists seriously talk about the illusory nature of the Universe, the authors propose to come back to Immanuel Kant's philosophical heritage and, in particular, to his monograph "Critique of pure reason". Space and time as a product of pure reason of mathematical abstractions of Finsler spaces and their possible applications in physics, although make it possible to build a physical theory on the basis of fundamental relations cannot replace physical reality. The monograph identifies the factors affecting the anisotropy value of the fine structure of the of the Universe in the process of its evolution. The authors consider the Penrose model and come to the conclusion that that it is impossible to construct a "gravitational quantum theory" based on Einstein's general theory of relativity.