How to put a partial differential equation or integrable system in a certain space or manifold?

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I'm studying some papers about integrable system. And the problem arises in my mind.

When I search papers, there are many papers such as "Kuramoto model in 3-sphere", "Toda Lattice with hyperelliptic Riemann surface", "... system in torus", "... on closed manifolds" etc.

But in the beginning I learned PDE, we never talk about this PDE in what space or in what sense.

If it's possible, please tell me the concept.