Why do we need in general mathematical physics only orthogonal transformations.

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Why do we need in mathematical physics (as I know in English it is called Partial Differential Equations) orthogonal transformations coordinates?

(for example, the heat equation and the wave equation)

I know that the Laplacian is invariant under such transformations. (In other words it does not change its form).

However, what's the difference?

let's say I have an equation:

$u'_t=\Delta u$, and condition $u\bigr|_{t=0}=e^{-(x+y-z)^2}$, and task is to find $u(t,x,y,z)$

First of all, I should do change of variables: $\xi=\xi(x,y,z) = x + y - z $

(And you can see that such change of variable can't be orthogonal already! Because $\{b_{ij}\}=A^{t}\cdot A \neq E$, since we have $b_{11}=1\cdot1+1\cdot1+(-1)\cdot(-1)=3\neq 1$)

By the way, everything is solving easily. Let's do it.

And after change of variables we should try to find solution as $\hat u(\xi,t)$

then I say $u'_t = \Delta_{x,y,z}\hat u(\xi(x,y,z),t) =3 \hat u_{\xi\xi}$.

And that's why $\hat u (\xi,t)$ is a solution to equation $u'_t = 3 \hat u_{\xi\xi} $ with condition $\hat u\bigr|_{t=0}=e^{-\xi^2}$

That can be easily solved.

But my teacher said that we should use only orthogonal transformations!

For what?

I say nothing about about $\eta, \zeta$.

You can say: "ask this teacher, nobody knows what he meant!". But I will not see him next two weeks.