It has been a half-decade since the first direct detection of gravitational waves, which signifies the coming of the era of the gravitational-wave astronomy and gravitational-wave cosmology. The increasing number of the detected gravitational-wave events has revealed the promising capability of constraining various aspects of cosmology, astronomy, and gravity. Due to the limited space in this review article, we will briefly summarize the recent progress over the past five years, but with a special focus on some of our own work for the Key Project “Physics associated with the gravitational waves” supported by the National Natural Science Foundation of China. In particular, (1) we have presented the mechanism of the gravitational-wave production during some physical processes of the early Universe, such as inflation, preheating and phase transition, and the cosmological implications of gravitational-wave measurements; (2) we have put constraints on the neutron star maximum mass according to GW170817 observations; (3) we have developed a numerical relativity algorithm based on the finite element method and a waveform model for the binary black hole coalescence along an eccentric orbit.