International audienceAfter a short review of prominent properties of gravitational waves and of the newly born gravitational astronomy, we focus on theoretical aspects. Analytic approximation methods in general relativity have played a crucial role in the recent discoveries of gravitational waves. They are used to build theoretical template banks for searching and analyzing the signals in the ground-based detectors LIGO and Virgo, and, further ahead, space-based LISA-like detectors. In particular, the post-Newtonian approximation describes with high accuracy the early inspiral of compact binary systems, made of black holes or neutron stars. It mainly consists of extending the Einstein quadrupole formula by a series of relativistic correcti...