Shyan said:
From the things I've studied till now, the thought came into my mind that all of the known solutions of Einstein's Field Equations are Lorentzian. Is it correct?
LOL, no. Just all the solutions
you know are Lorentzian.
In most Lorentzian solutions, you can analytically continue the time coordinate to obtain a Riemannian solution. All of your favorite black holes allow this; in fact, the Hawking temperature can be obtained as the inverse periodicity of Wick-rotated time.
Beyond that, however, there are many more Riemannian solutions than there are Lorentzian ones. The reason for this is that while nearly any Lorentzian solution can be Wick-rotated into a reasonable Riemannian solution, the converse is not always true. For example, the Israel-Wilson family of Einstein-Maxwell solutions do not have physically reasonable interpretations as Lorentzian metrics, because some of the parameters have to be imaginary. But as Riemannian metrics, they are perfectly cromulent.
Riemannian-signature metrics are important to physics when one discusses the path-integral quantization of GR. By analogy with Yang-Mills theory, the dominant saddle points of the path integral are instantons, which are self-dual field configurations that extremize the Euclidean action. In 4 dimensions, "self-dual" only makes sense in Euclidean signature (in Lorentzian signature, one needs a factor of ##i##). A gravitational instanton is a 4-dimensional Riemannian manifold whose curvature 2-form is self-dual.
And if it is correct, is there something in EFEs that implies all solutions to it should be Lorentzian?
The signature of the metric is completely independent from the EFEs. It's just that physicists are interested in Lorentzian metrics because physics in the real world is locally Lorentz-invariant.
The EFE's in Riemannian signature are quite important in pure math. Ricci-flat manifolds tend to have a lot of nice algebraic properties, such as being hyper-Kaehler or having other special holonomies (a Calabi-Yau manifold, for example, is a complex, Kaehler manifold that is Ricci-flat).
An "Einstein manifold" in pure math is a (usually Riemannian) manifold that satisfies the Einstein equations with cosmological constant. Or, more simply stated,
$$R_{\mu\nu} = \lambda \, g_{\mu\nu}$$
for some constant ##\lambda##. Some simple examples of Einstein manifolds are spheres, projective spaces (both real and complex), etc.
And the last question, do more general pseudo-Riemannian geometries allow us to define proper causal structure? Are there examples of such theories?
Thanks
What do you mean by "more general"? Pseudo-Riemannian geometries that fail to satisfy the Einstein equations? I don't think they pose any problem to causality. Or do you mean pseudo-Riemannian geometries with more than one time direction? Those can be a problem.