The five lectures presented in this volume address very timely mathematical problems in relativity and cosmology. <i>Part I</i> is devoted to the initial value and evolution problems of the Einstein equations. Especially it deals with the Einstein-Yang-Mills-Boltzmann system, fluid models with finite or infinite conductivity, global evolution of a new (two-phase) model for gravitational collapse and the structure of maximal, asymptotically flat, vacuum solutions of the constraint equations which have the additional property of containing trapped surfaces. <i>Part II</i> focuses on geometrical-topological problems in relativity and cosmology: on the role of cosmic censorship for the global structure of the Einstein-Maxwell equations and on the mathematical structure of quantum conformal superspace.