A theory is presented to predict the influence of non-linearities associated with the wall of the shell and with the fluid flow on the dynamics of elastic, thin, orthotropic and non-uniform open cylindrical shells submerged and subjected simultaneously to an internal and external fluid. The open shells are assumed to be freely simply supported along their curved edges and to have arbitrary straight edge boundary conditions. The method developed is a hybrid of thin shell theory, fluid theory and the finite element method. The solution is divided into four parts. In part one, the displacement functions are obtained from Sander's linear shell theory and the mass and linear stiffness matrices for the empty shell are obtained by the finite element procedure. In part two, the modal coefficients derived from the Sanders-Koiter non-linear theory of thin shells are obtained for these displacement functions. Expressions for the second and third order non-linear stiffness matrices of the empty shell are then determined through the finite element method. In part three, a fluid finite element is developed; the model requires the use of a linear operator for the velocity potential and a linear boundary condition of impermeability. With the non-linear dynamic pressure, we develop in the fourth part three non-linear matrices for the fluid. The non-linear equation of motion is then solved by the fourth-order Runge-Kutta numerical method. The linear and non-linear natural frequency variations are determined as a function of shell amplitudes for different cases.