Question: I haven't understood this thing: Physics is invariant for CPT trasform...But the Heat or diffusive equation $\nabla^2 T=\partial\_t T$ is not invariant for time reversal...but it's P invariant..So CPT simmetry would be violed...
What I haven't undestood?

Thank you

Answer: 
The heat equation is a macroscopic equation. It describes the flow of heat from hot objects to cold ones. Of course it can not be time-reversible, since the opposite movement never happens.

Well, I say 'of course' but you actually have stumbled on something important. As you say, the fundamental laws of nature should be CPT invariant, or at least we expect them to be. The reason the heat equation is not CPT invariant is that it is not a fundamental law, but a macroscopic law emerging from the microscopic laws governing the motions of elementary particles.

There is however a problem here, how does this time asymmetry arise from microscopic laws that are themselves time reversal invariant? The answer to that is given by statistical mechanics. While the microscopic laws are time-reversible (I'll focus on T, and leave CP aside), not all states are equally likely with respect to certain choices of the macroscopic variables. There are more configurations of particles corresponding to a room filled with air than with a room where all the air would be concentrated in one corner. It is this asymmetry that forms the basis of all explanations in statistical mechanics.

I hope that clears things up a bit.
Maybe it's a little bit late to talk about this topic but I think equation $\alpha \nabla^{2} T = \partial\_{t} T$ is not even a correct macroscopic equation. I mean it violates the fact that information (i.e. temperature change) needs some time to be transferred across the domain and as a result the information speed (i.e. wave speed) could not be infinite. In fact the correct equation which is invariant under Lorentz transformation is: $\frac{1}{c\_{s}^{2}} \partial^{2}\_{t} T + \frac{1}{\alpha} \partial\_{t} T = \nabla^{2} T$. Now it looks like a Langevin equation with a viscous term $\frac{1}{\alpha}$ and if this viscous term vanishes for a hypothetical highly conductive material (i.e. $\frac{1}{\alpha} = 0$), finally you will end up with this wave equation as: $\frac{1}{c\_{s}^{2}} \partial^{2}\_{t} T = \nabla^{2} T$, which is indeed time reversal under T transformation. Obviously, it will not be again time reversal because of presence of viscous terms which may lead to increase entropy. I hope it helps to make it more clear after such a long time.