The advent of multi-messenger and transient astronomy is giving new insights into the most powerful particle accelerators of the Universe. Despite the recent breakthroughs in observation and modeling of transient phenomena, long-lasting mysteries still obscure the high-energy Universe, as the origin of ultra-high energy cosmic-rays (UHECR) and high-energy neutrinos are still unknown. Deciding between the various source candidates is not an easy task. In this context, we study a broad range of explosive transients and discuss their detectability in neutrino flares associated with photon flares, with the IceCube experiment, but also with future detectors as GRAND or POEMMA. This analytical work allows us to identify the most promising sources for transient neutrino emission. These sources are thus good targets for multi-messenger studies. A detailed study of the fate of UHECR in the vicinity of the sources is required to refine these results. Using a code that we developed for this purpose, we can simulate the propagation and interaction of UHECR in any radiative background. This can be efficiently applied to tidal disruptions by massive black holes, which appear as promising candidate sources for the production of UHECR, with their large reservoirs of accretion energy and hadronic material. Finally, this multi-messenger approach can be applied to neutron star mergers.