The function given in the question is $y=e^{ax} \sin(bx)$. The first part of the question asks us to proof the following -
$$ y_n = (a \sec \theta)^n e^{ax} \sin\left(bx + n \tan^{-1}{\frac{b}{a}}\right)$$
I already did this part by differentiating the function w.r.t $x$ once and then twice and then putting $a=r\cos{\phi}$ and $b=r\sin{\phi}$ and then simplifying the equation. After that we can put $r^n=(a\sec{\phi})^n$.
But I am not able to understand how to even start the second part which asks us to proof that $y_{n+1} - 2ay_n + (a^2 + b^2) y_{n-1} = 0$. I think that we can apply the Leibnitz's Theorem after simplifying it to only the derivatives of $y$ and $x$, but I think that's not possible. Even through Leibnitz's Theorem, how can we get the term $y_{n-1}$? Can anyone solve the second part of the problem?
Note - The number in the subscript denotes the number of times $y$ has been differentiated.