If, $u_{r}-2\cos\theta u_{r-1}+u_{r-2}=0$,
given $u_{0}=0$, $u_{1}=\sin \theta$, find $u_{n}$
My workings:
I rearranged to get, $u_{r}=2\cos\theta u_{r-1}-u_{r-2}$
Then starting with $r=2$,
$u_{2}=2\sin \theta \cos\theta \implies u_{2}=\sin (2\theta)$
For $r=3$,
$u_{3}=2\cos\theta u_{2}-u_{1}$
$\therefore u_{3}=2\cos\theta \cdot 2\sin \theta \cos\theta -\sin \theta$
$\therefore u_{3}=\sin \theta(4\cos^{2}\theta -1)$
$\therefore u_{3}=\sin (3\theta)$
For $r=4$,
$u_{4}=2\cos\theta u_{3}-u_{2}$
$\therefore u_{4}=2\cos\theta \sin \theta (4\cos^{2}\theta -1) - 2\cos\theta \sin \theta$
$\therefore u_{4}=\sin \theta [( 8\cos^{3}\theta - 2\cos\theta) - 2\cos\theta]$
$\therefore u_{4}=\sin \theta ( 8\cos^{3}\theta - 4\cos\theta)$
$\therefore u_{4}=\sin (4\theta)$
... and so on ...
My Conclusion: The pattern suggests that $u_{n}=\sin (n\theta)$
Is this a rigorous enough conclusion at school A-level? Or do I need to go further and use proof by induction? The question only says, find $u_{n}$.
Just having a pattern isn't enough to deduce what the sequence is, unless you actually prove it. You are correct that induction is the way to go:
Suppose $u_{n-1}=\sin({(n-1)\theta})$ and $u_n=\sin{(n\theta)}$ (true for $n=1$)
Then \begin{align*} u_{n+1}&=2\cos{\theta}\sin{(n\theta)}-\sin{((n-1)\theta)}\\ &=\cos{\theta}\sin{(n\theta)}+\cos{\theta}\sin{(n\theta)}-\left( \sin{(n\theta)}\cos{\theta}-\sin{\theta}\cos{(n\theta)} \right)\\ &=\cos{\theta}\sin{(n\theta)}+\sin{\theta}\cos{(n\theta)}\\ &=\sin{((n+1)\theta)} \end{align*} Now we have $u_{n}=\sin{(n\theta)}$ and $u_{n+1}=\sin{((n+1)\theta)}$ so we are done by induction.
I am assuming that at A-Level you are only allowed to use the induction where you say "if its true for $n$, then its true for $n+1$" or something to that effect. That is why we had to make the inductive assumption for two terms, as that is how many terms we require to get to the next $u_n$.