Every Lorentzian manifold (M,g) has a natural projective structure induced by its Levi-Civita connection. In some cases, M can be embedded into a manifold with boundary {\bar M}, in which the projective structure extends to the boundary: (M,g) is then said to be projectively compact. In this talk, we will discuss applications of the projective structure to the asymptotic analysis of partial differential equations, in particular a generalized Proca equation, on projectively compact Lorentzian manifolds.