What is the difference between parameterization and change of variables? How do I know when I'm doing one or the other? Also, under which one of these does "transformations" and "change of coordinates" fall?
For instance, I've recently been working on the following problem:
The function $u(x,y)$ satisfies $u_y + u_x = 0$ in $x > 0$, $y > 0$ together with the initial condition $u(x, 0) = \sin(x)$, $x > 0$ and the boundary condition $u(0, y) = \sin(y)$, $y > 0$. Determine the values of $u$ in the whole quarter plane $x > 0$, $y > 0$.
Which requires us to change from $(x(s), y(s))$ to $(x(s, \tau), y(s, \tau))$, as follows:
$$x(s) = s + C_1(\tau)$$ $$y(s) = s + C_2(\tau)$$
$$x(0) = \tau$$ $$\therefore C_1(\tau) = \tau$$
$$y(0) = 0$$ $$\therefore C_2(\tau) = 0$$
Therefore, we have
$$x(s, \tau) = s + \tau$$ $$y(s, \tau) = s$$
Thank you for any help you can provide in making this clear.
To parametrize a set $S$ is to write it as $$S=\{f(s)\mid s\in D\}$$ where $D$ is some domain where the parameter $s$ lives (it can be of any kind, but more often than not it is a $k$-tuple of real numbers).
Now if you start from a set endowed with a parametrization, you can change the parametrization by applying a bijection $\varphi: D'\to D$, resulting in $$S=\{f(\varphi(t))\mid t\in D'\}$$ This would be called a change of variables in general, but in the particular case where $D$ is a subset of $\Bbb R^n$, you think of a parameter as an $n$-tuple of coordinates, and such a change of variables would then be called a change of coordinates.
For the last one, transformation, this can mean many things in many contexts, so you would have to make the question more precise.
Note that replacing $f(s), s\in D$ with $f(\varphi(t)), t\in D'$ is a change of variable in many contexts, not only when there is an underlying parametrization. $f$ can be an unknown function occurring in a differential equation for instance. In most contexts, there would be additional requirements on $\varphi$, not only being a bijection. It would need to respect a structure of some sort: be a diffeomorphism, linear, etc.