In this work, we propose a study of geometric structures (connections, pseudo-Riemannian metrics) adapted to some fundamental problems of Differential Geometry. Then we find geometrical characteristics of some ODE or PDE of Mathematical Physics. While Sec. 1 contains the general setting, Secs. 2–5 contain our results. In Sec. 2, we introduce a Hessian structure having the same connection as the initial metric. In Sec. 3, we initiate a study on iterative 2D Hessian structures. In Sec. 4, we find pairs (metric, connection) generated by special functions. In Sec. 5, we find geometric characteristics of a PDE.