This post is mainly to ask good reference that explains all details needed to solve a (solvable by separation of variables) non homogeneous PDE by using separation of variables. Take, for example
$ \left\{\begin{matrix}
u_{tt}(x,t) + u_{xx}(x,t) =f(x,t) & 0 Every notes I have been given (including the ones I link above) say something like: "We look for solutions u in the form u(x, t) = T(t)X(x). As before we look
at the eigenvalue problem $\left\{\begin{matrix}
X'' +\lambda X =0 \\
X(0) =0=X(L) &
\end{matrix}\right.$" Why? I understand this is valid for an homogeneous PDE where the basic principle is to asume $u(x,t)=X(x)T(t)$, so then $u_{tt} +u_{xx}=0=XT''+X''T$, and then $$ \frac{X''}{X}=-\frac{T''}{T}= - \lambda \quad \quad (^*)$$ But this does not (seem to) work when the RHS of the equation is an arbitrary function, as $ (^*)$ would be something like $$\frac{X''}{X}=-\frac{T''}{T}-\frac{f}{XT}$$ and I see no way to conclude anything similar from this last equation. Note this was already asked here, but the answer was not an actual answer.