<p indent="0mm">The direct detection of gravitational waves from stellar-mass compact binary merger by ground-based laser interferometer gravitational wave detector LIGO/Virgo has verified the prediction of general relativity and opened a new chapter in gravitational wave astronomy. Up to now, a total of 50 gravitational wave events have been detected and published in GWTC-1 and GWTC-2 catalogue. In the near future, the third-generation ground based gravitational wave detector, such as the Einstein Telescope (ET), will be constructed with sensitivity improved by at least a factor of 10. Tens of thousands of gravitational wave signals are expected to be detected per year in the third-generation detector era. These gravitational wave signals will inevitably overlap with foreground massive celestial bodies (such as black hole, galaxy and galaxy cluster), thus leading to lensed gravitational wave signals which will undoubtedly be another important test of general relativity once detected. Furthermore, strongly lensed gravitational wave signals by galaxy from massive binary black hole could possibly be detected by future space detector, e.g., LISA and DECIGO. Since the wavelengths of gravitational waves are comparable with the size of some lens, the lensed gravitational waves play a unique role in studying the phenomena of wave nature, e.g., interference and diffraction. Lensed gravitational wave-electromagnetic wave system will have a wide range of applications in fundamental physics, cosmology and astrophysics when a series of lensed gravitational wave events and their corresponding electromagnetic counterparts have been detected. The most obvious advantage of lensed gravitational wave-electromagnetic wave system lies in that gravitational wave could provide time delay information with high accuracy, and electromagnetic wave could provide Fermat potential difference with high precision because a relatively complete arc of light could be obtained by electromagnetic wave observations and this is the most important step in measuring the Fermat potential. Thus, by combining the information from both approaches, lensed gravitational wave-electromagnetic wave system could be applied to study the speed of gravitational waves, constrain cosmological parameters, explore the substructure of the dark matter halo and investigate the lens model and so on. In this paper, we will review in detail how to use geodesic equation, lens equation, as well as wave equation to tackle the stationary scattering problem of lensed gravitational waves, and introduce how lensed gravitational wave-electromagnetic wave system could be applied to study the tensor properties, interference and diffraction effects of gravitational wave, as well as its applications in gravitational wave velocity, Hubble constant, cosmic curvature, lens mass, substructure and so on.

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