We report the results of our systematic studies of gravitational wave in general relativity, including relic gravitational wave (RGW) and gravitational radiation of binary. First we introduce the gravitational wave field equation and physical concepts involved, and discuss the nonlinear field equation containing second order terms of perturbations, the energy-momentum tensor of gravitational wave, its short-wavelength average, the definition of pressure, and removal of high-frequency divergences, etc. We present the exact solution of RGW, which covers the whole cosmic expansion history, from inflation to the present accelerating stages. We give the power spectrum, the spectral energy density and pressure, which are valid at any time and wavenumber, discuss the issue of the primordial spectrum defined during inflation, and give a brief review of current detections at various wave-bands, focus mainly on laser interferometers, give the signal-noise ratios and constraints upon RGW. We also present the analytical spectrum of magnetic polarization induced by RGW. Finally, we present the results of our study of OJ287 as a binary black holes, and give the the orbit, the energy flux, and waveform, and also discuss the shifting of the center-of-mass.