Abstract: Let F be a smooth real manifold with a linear connection in the tangent bundle. How can we extend the coefficients of the connection to bi-differential operators that incorporate the original structure at zero order? Take a constant mapping of F to a point. Suppose that the point belongs to another manifold M^n. Consider a fibre bundle over M^n with fibres F. Denote the projection of the total space to M^n by pi. Construct the space of infinite jets of sections for this bundle. The -module of pi-vertical evolutionary fields on the jet space is the analogue of the -module of vector fields on F, which now `feels' the presence of the base M^n. We define and classify the matrix linear differential operators whose images in the module of evolutionary fields are closed w.r.t. commutation. We define the compatibility for such operators with collective commutation closure. We prove that, under reparameterizations in their domain, the bi-differential structural constants, which describe the commutation of the fields in the sum of their images, obey an analogue of the transformation rule for Christoffel symbols. We show that the new structure is the connection in the pair of Lie algebras (the domain and the sum of images of the operators) related by homomorphisms (points in the linear space spanned by the operators). The application of this theory to geometry of PDE solves a long-standing problem. We give a complete description of symmetry algebras for 2D Toda chains associated with semi-simple Lie algebras: we obtain all symmetry generators and calculate all commutation relations. As a by-product, we expose a geometric scheme for derivation of bi-Hamiltonian KdV-type hierarchies related to root systems.
