In one solution of an exercise, there is the following equality:
$\Big\{(x, y) \in \Bbb R^2,$ $x^2 \over a^2$ $+$ $y^2 \over b^2$ $\le 1\Big\} =$ $\left\{ \begin{pmatrix} r a \cos\phi \\ rb \sin\phi \\ \end{pmatrix} : 0 \le r \le 1, \ 0 \le \phi \le 2\pi\right\}$
This was done by switching the coordinates to polar coordinates, so $(x, y) = (r \cos \phi, r \sin \phi).$ I don't see how this was done though. How does one have to work with the $a^2, b^2$ in this case?
The change in coordinates is: $$ x=ar\cos{\phi}\\ y=br\sin{\phi} $$ with $r\in [0,1]$, $\phi\in [0,2\pi]$.
Substituting in the inequality you have gives: $r^2 \cos^2{\phi}+r^2 \sin^2{\phi}=r^2\leq 1$ which is trivially satisfied since $r\in [0,1]$.
So the set you have on left-hand-side (which is an ellipse) can be re-written as the set you have on the right-hand-side.
Polar coordinates are used when the domainyou have i.e. when you have two variables whose relation determine a circle or disk or a portion of a circle or disk. Then you use the transformation as you wrote it that goes from the domain you originally have to a new one that is a rectangle. The values of $r,\phi$ are determined accordingly.
Now the original domain you have is an ellipse. Hence in order to transform it to a square which is simpler to work with you apply two transformations (two change of coordinates). The first one sends the ellipse to a disk using $x=ax', y=ay'$ Then the inequality you have becomes $x'^2+y'^2\leq 1$.
The second one sends the disk to a rectangle using $x'=r \cos{\phi}$, $y'=r\sin{\phi}$.
If you take the composition of the two transformations you have $$ x=ar\cos{\phi}\\ y=br\sin{\phi} $$ that sends the ellipse to a rectangle.