Separation of variables are quite useful in solution of DE's in physics for the applicability physical system for instance harmonically vibrating membrane or wave equation of a particle (there will be several constraints to apply). Wave equation of these systems can generally be written as separate variables of time and position, so to solve the DE to get the governing equation of physical system's , dependence relation to its variables allows to independent terms to be written separately in terms of independent variables. So, for the mathematical demonstration of this relation is basically related to integrals or derivatives of composite functions (as @Lee Mosher said in the comment) and multiplication of independent variable functions ( f(g(x)) and f(x)g(y) ).