Please excuse if the question is too easy; I'm just not familiar enough with PDEs.
I'd like to understand a little bit classical implications of "adding compact dimensions" in Physics, that is, what would change if one considers classical Physics in $M\times \mathbb{R}^3$ instead of $\mathbb{R}^3$, where $M$ is compact and "small".
Here's a handwaving example of what I'm looking for. It's well known that a classical wave "detects" the parity of the dimension of $\mathbb{R}^n$: only for odd $n$ the wave originated at a point source would reach the observer once. Now, what would happen in $M\times \mathbb{R}^1$ when $M=S^1\times S^1$ of diameter $\epsilon$ when the distance between the source and the observer $l$ is much larger than $\epsilon$? One could replace a single point source in $M\times \mathbb{R}^1$ with a 2-d square grid of sources at distances $\epsilon$ from each other in $\mathbb{R}^3$, with the observer at distance $l >> \epsilon$ from the plane containing the grid. Then the waves from different sources in the grid would reach the observer at different times. This makes the point source wave in $M\times \mathbb{R}^1$ act qualitatively different from what one expect from a point source in $\mathbb{R}^1$: one would, er, "feel the disturbance in the force" long after one should, even if $M$ is "small".
My question is something like this: assuming that $\mathbb{R}^3$ is a reasonable model of a classical space, what makes it possible to consider $M\times \mathbb{R}^3$ and still arrive to reasonable conclusions?