I am trying to solve this problem
Discuss the use of parabolic coordinates to obtain separable Hamilton-Jacobi equations for the potential $V(\rho, \phi, z)=\frac{\alpha}{r} - Fz$ and give a closed expression for Hamilton's principal function $S$.
The relationship of parabolic coordinates and cylindrical coordinates is
$$ \rho = \sqrt{\xi\eta} $$
$$ z = \frac{1}{2}(\xi^2-\eta^2) $$
using that, and considering that $r = \sqrt{\rho^2+z^2}$, we reach the following Hamilton-Jacobi equation
$$ 2\xi(\frac{\partial S}{\partial \xi})^2+ \eta(\frac{\partial S}{\partial\eta})^2 + \frac{\xi+\eta}{\xi\eta}(\frac{\partial S}{\partial\phi})^2 + 2\alpha m - \frac{mF}{2}\xi^2(\xi+\eta) + \frac{mF}{2}\eta(\xi+\eta) = mE(\xi+\eta) $$
It is possible to separate the variable $\phi$, but we can see that there are crossed terms between $\xi$ and $\eta$ that can't be eliminated. I can add my calculations in an edit if needed.
My question is: when we stumble upon a Hamilton-Jacobi equation that isn't separable, is there another way to reach an expression for $S$? I know that a general method to solve differential equations doesn't exist, but I was thinking that maybe with a change of coordinates we could reach a separable equation?