Pyqt5 how to open a second window on click???

Question

PyQt

For some reason the window closes.
Window 2:

class mywindow2(QtWidgets.QMainWindow):
    def __init__(self):
        super(mywindow2, self).__init__()
        self.ui = My_Window()
        self.ui.setupUi(self)

Method in first window class:

def show_w2(self):
        w2 = mywindow2()
        w2.show()

        sys.exit(app.exec())

Sorry, I study only Pyqt, there are many examples, but they do not work.