The book is devoted to several topical questions in modern mathematical and theoretical physics, astrophysics, geophysics, and cosmology that remain unsolved within the framework of the standard approaches. To them, one can attribute unexplained properties of the magnetic fields of stars and planets, puzzles of the Earth's atmosphere, the phenomenon of ball lightning, the problem of a qualitative description for nuclear forces and their well-known property of saturation, enigmatic properties of spiral galaxies, the problem of the cosmological singularity, mysteries of the dark matter and dark energy, amongst others. To find theoretical ways for understanding such phenomena, new nonlinear generalizations of the classical field theories and advanced methods to solve nonlinear equations arising in them are studied and presented in this book.