I think the concept of outside the universe or inside of it are not developed in a sufficiently rigorous way to really define what a universe is. However in som

I think the concept of outside the universe or inside of it are not developed in a sufficiently rigorous way to really define what a universe is. However in some theories objects appear were it is actually quite natural to speak of an universe and something else. For example there is a unique way to extend the Schwartzschild space time [1] such that all geodesics either terminate in the singularity or go to infinity. But if you do this, then a region of the spacetime appears, that is 'on the other side' of the black hole. And there is no way to communicate with this region of spacetime, since all geodesics leading to it are space like, that is they would require (local) superluminal travel. It is therefore sometimes called a parallel universe. It is similar in certain string theories, that patches of spacetime with different physical laws appear, this is then called the landscape. Or the multiverse in some cosmological models, where a far away region may appear, which is vastly different from or 'local' universe, that is in this case everything we can possibly observe. So I think that it is quite possible that a theory of quantum gravity will have some object which we will call a universe, but until we have such a theory the appearance of anything outside of the universe marks highly speculative physics. [1] That is the spacetime describing a black hole.