Lorentz Lectures of Sir Roger Penrose, 2011. New Developments in Physics and Cosmology In these lectures, various ideas will be described that challenge the conventional outlooks on physics in different areas, from the very small to the very large. A modification of standard quantum mechanics will be argued for, based on general relativistic principles, this having striking implications for cosmology, in relation to the second law of thermodynamics. The primacy of massless particles leads to a viewpoint that conformal (null-cone) space-time geometry is more over-reaching than its metric, suggesting a radically new cosmological picture. This geometry is also basic to twistor theory, for which new roles have recently been found, particularly in high-energy physics. Lecture 1: Quantum Foundations: Influences from Gravitational Theory. I argue that the quantum measurement paradox must find its resolution in inputs from foundational principles of Einstein's general relativity. Lecture 2: Conformal Cyclic Cosmology I: The General Scheme According to conformal cyclic cosmology (CCC), what we presently regard as the entire history of the Universe, from its Big-Bang origin (but without inflation) to its final exponential expansion, is merely one aeon of a continual succession of such aeons, where the big bang of each is taken to be a smooth conformal continuation of the remote future of the previous one. The 2nd Law of thermodynamics, with the curious nature of its origin, is automatically incorporated. Inflation is replaced by the exponential expansion of the previous aeon. Lecture 3: Conformal Cyclic Cosmology II: Detailed Equations at Crossover and Observational Implications To express CCC mathematically we need a formulation of Einstein's equations extending over the crossover joining each aeon to the next, governed by the requirement of ultimately massless material and a cosmological constant with a fixed positive value. This entails the introduction of a self-coupled conformally invariant massless scalar field carrying no physical degrees of freedom prior to crossover, but which emerges following the subsequent big bang as an actual (“dark”) initial material, rest-mass reappearing in the early stages. The evolution is governed by entirely classical equations, in contrast with the conventional view that quantum fluctuations are responsible for primordial irregularities in our early universe. Events involving super- massive black holes in the aeon previous to ours have observational implications. Lecture 4: Twistor Theory I: Twistor Geometry and the Wavefunctions of Massless Particles Twistor theory offers a novel picture of basic physical processes where the very arena of space- time is replaced by twistor space, non-locally related to it, where space-time points are regarded as secondary, the elements of twistor space being primary. A single twistor represents the entire history of a massless entity with intrinsic spin. Space-time points may be regarded as Riemann spheres in twistor space, the complex geometry of which directly relates both to relativity and to the foundational complex numbers of quantum theory. Wavefunctions for massless particles find a remarkable twistor description in terms of holomorphic geometry and analysis, expressing some of the curious non-local aspects of quantum physics. Lecture 5: Twistor Theory II: More Recent Developments. General Relativity, High-Energy Physics, Twistor Strings An obstruction to developing twistor theory into a full-blown framework for physics has been the incorporation of right-handed helicities (the "googly problem") into the non-linear interactions of Eintstein and Yang-Mills theory, the left-handed ones being already described in elegant twistor terms. Some recent progress will be described, as will developments in simplifying calcuations in high-energy physics which followed from ideas introduced by E. Witten and others, where concepts from string theory are united with those of twistor theory.