Luke 18:1,6-8 (NIV)
Then Jesus told his disciples a parable to show them that they should always pray and not give up…
And the Lord said, “Listen to what the unjust judge says. And will not God bring about justice for his chosen ones, who cry out to him day and night? Will he keep putting them off? I tell you, he will see that they get justice, and quickly. However, when the Son of Man comes, will he find faith on the earth?” Read full story here
He relates continual physical knocking to our prayer life by emphasizing the need to keep pressing into the spiritual realm.
Keep asking Him for that which He has promised you. Don’t give up praying. Don’t give up believing. Keep knocking like a the persistent widow.
Therefore I tell you, whatever you ask for in prayer, believe that you have received it, and it will be yours.
Mark 11:24 (NIV)