For example, do electrons, atoms etc. experience gravity?
Is this proved by experiment?
If they wouldn't experience gravity then nothing would.
Countless experiments have demonstrated that large collections of elementary particles experience gravity, that is only possible if the individual particles do so as well. Various experiments have verified that matter of different composition experiences gravity in the same strength. All particles fall down at the same rate.
Photons and electrons are the only stable elementary particles that can be observed individually. The deflection of light has been shown in many different settings. For individual electrons this is beyond the current experimental capability as their low mass and their electric charge mean even the tiniest electric or magnetic field exerts a much stronger force on them than gravity.
The behavior of "ultra-cold neutrons" in the Earth's gravitational field has been studied:
Gravitation and quantum interference experiments with neutrons
They don't have to even be ultra-cold. There is the famous 1975 experiment by Colella et al. That used reactor neutrons, so at a temperature of a few hundred kelvin.
At some point, you need to think a little bit. WE are all made up of these elementary particles. WE all "experience" gravity, don't we?
So don't you think that it would be odd if these particles are not affected by gravity, and yet, WE, who are made up of these particles, are affected by it?
Any entity with mass interacts with gravity, no matter how small the mass is. In fact, there are theories that propose these small, elementary particles (such as sterile neutrinos) might be responsible for Dark Matter - which makes up MORE than all the visible matter combined - that can affect motion of stars and galaxies via their gravitational forces alone!
So you'd better believe that they "experience gravity".
Even light is affected by gravity. Here's a classic.
Gravity is a distortion of space-time. Anything that exists in space-time is affected by the distortion.
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