Ok that makes sense because if Drdhayudna is a common Aussie name then I am greatly uninformed.
In the case of European nations it would be specific to each nations use of the roman alphabet or others. If the way teh roman althabet is used for the official language there is radically different then names from nearby nations I would imagine that immigrants would change their names to the spellings of their new nation once nationalized (gaining citizenship there) but maybe they would retain their previous nation/peoples last names and first names or religon. It really depends on teh nations.