Every theoretical physics PhD student reaches a point where mindless cranking and/or doing what their advisor tells them to do doesn't work anymore. This is a hump that the student must learn to get over. Typically the advisor doesn't know how to solve the problem either. If the advisor sat down for a week and thought about it, he/she could probably solve it, but of course, that's not what happens. Either the student solves it or the project is abandoned. Smetimes the student shows the advisor why the project is too hard.
If you are stuck:
- Read the literature. Work out all the equations in the papers, and keep your work in a notebook.
- Talk to lots of people. Be aggressive. It is especially helpful to talk to other students because they are at your level.
- Figure out why you are stuck. If you quit the project, as least you know why. Sometimes you go around in circles because you don't even know why you are stuck.
A good theoretical physics PhD advisor sees his/her students multiple times during the week. Some advisors likes to pop into their student/postdoc's office and provide "moral support". If your advisor doesn't have time, it's a good idea to email him/her to talk about the project between meetings.
You shouldn't be spending all your time hammering away at one problem. Classes are over, so you should spend time talking to other people and learning about other things. There is nothing to feel guilty about. This is why you are in academia!
For the PhD student, there should be a balance of what they are good at and not good at. If a student is naturally good at numerics, he/she should do some analytical work and vice versa if the student is good at analytical work.
Remember: theoretical physics is hard!! The purpose of theoretical physics PhD is to prove that you can do theory research. Unfortunately, not everyone can pass this "test."