Abstract: Strong bursts of gravitational wave can arise from the interactions between compact objects. Compact binaries can be formed either by the evolution of binaries of massive stars or purely dynamical processes in dense stellar systems such as globular clusters or galactic nuclei. This talk will focus on the dynamical processes. Starting from the principles of the stellar dynamics, I will discuss how various types of binaries are formed and evolved in dense stellar systems. The frequency and spatial distribution of the gravitational wave sources would be different for those of different origins. In the next decade, we expect to observe many events of burst of gravitational waves thanks to the advent of the detection technology. By making simultaneous observations with EM radiation, we should be able to exact locations as well as nature of the gravitational wave sources, allowing us to understand their origin.