What is better - separate PHP and HTML code or PHP and HTML in one?

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Hi. I would like to know what is better practice while making web application. Is it better to store html page and php code separately or to make for example one index.php file that contains both php and html? What if I have separate html and php code and I want to validate form or send user message about accomplishing a task. This "problem" is, for me, much easier to solve if you have php and html together (just echoing the message).

What I have tried:

So far, I know that I can send data from PHP to Javascript by using AJAX but is this the way professionals would do it?