Multi-messenger astronomy: gravitational waves, neutrinos, photons, and cosmic rays

In the next decade, multi-messenger astronomy will probe the rich physics of transient phenomena in the sky, such as the mergers of neutron stars and/or black holes, gamma ray bursts, and core-collapse supernovae. The first observations of gravitational waves from the inspiral and merger of a binary black-hole system by the advanced LIGO interferometers marked the onset of gravitational-wave astronomy. The advanced detectors, LIGO and Virgo, observing together with space and ground-based electromagnetic telescopes, and neutrinos and cosmic-ray detectors will offer the great opportunity to explore the Universe through all its messengers. The paper provides a review of the astrophysical sources expected to emit transient multi-messenger signals and the multi-messenger obervational startegies and analysis. Challenges and perspectives of the multi-messenger astronomy are presented highlighting gravitational waves as new messenger.