As shown by Morse and Feshbach (1953) and Arfken (1970), the Helmholtz Differential Equation is separable in Prolate Spheroidal Coordinates.
References
Arfken, G. ``Prolate Spheroidal Coordinates
.'' §2.10 in
Mathematical Methods for Physicists, 2nd ed. Orlando, FL: Academic Press, pp. 103-107, 1970.
Morse, P. M. and Feshbach, H. Methods of Theoretical Physics, Part I. New York:
McGraw-Hill, p. 661, 1953.