Concept:
The equation $\frac{\partial^2 z}{\partial x^2} + z = 0$ is a partial differential equation where the differentiation is done exclusively with respect to $x$. Hence, it can be treated as an ordinary linear differential equation with respect to $x$, while treating $y$ as an independent parameter.
The auxiliary equation for $\frac{d^2z}{dx^2} + z = 0$ is:
\[
m^2 + 1 = 0 \quad \Rightarrow \quad m = \pm i
\]
The general solution for imaginary roots contains arbitrary functions of $y$ instead of standard constants:
\[
z(x,y) = f(y)\cos x + g(y)\sin x
\]
Using the provided boundary conditions, we isolate the unknown functions $f(y)$ and $g(y)$.
Step 1: Set up the general solution form.
Given the differential equation structure, the solution must take the form:
\[
z(x,y) = f(y)\cos x + g(y)\sin x \quad \cdots (1)
\]
Step 2: Apply the first boundary condition $z(0,y) = e^y$.
Substitute $x = 0$ into equation (1):
\[
z(0,y) = f(y)\cos(0) + g(y)\sin(0)
\]
Since $\cos(0) = 1$ and $\sin(0) = 0$:
\[
z(0,y) = f(y) \cdot 1 + g(y) \cdot 0 = f(y)
\]
We are explicitly given that $z(0,y) = e^y$, therefore:
\[
f(y) = e^y
\]
Step 3: Differentiate the general solution with respect to $x$ to use the second condition.
Differentiating equation (1) partially with respect to $x$:
\[
\frac{\partial z}{\partial x} = \frac{\partial}{\partial x}[f(y)\cos x + g(y)\sin x] = -f(y)\sin x + g(y)\cos x
\]
Step 4: Apply the second boundary condition $\left(\frac{\partial z}{\partial x}\right)_{x=0 = 1$.}
Substitute $x = 0$ into the expression for the derivative:
\[
\left(\frac{\partial z}{\partial x}\right)_{x=0} = -f(y)\sin(0) + g(y)\cos(0) = g(y)
\]
We are given that this derivative value equals $1$ at $x=0$, thus:
\[
g(y) = 1
\]
Step 5: Assemble the complete explicit solution.
Substitute $f(y) = e^y$ and $g(y) = 1$ back into the structural equation (1):
\[
z(x,y) = e^y \cos x + 1 \cdot \sin x = e^y \cos x + \sin x
\]
This matches Option (C).