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I have researched up a little on sound, and it seems that sound is a mechanical wave that propagates through the air as energy, and that is how we hear it through our ears.
Depending on the medium's density, the type of wave, and the amplitude, among other factors, we determine how loud it will sound, etc.
So my question is how does a speaker do this with just a diaphragm, two magnets, etc.?
Your question is very similar to a question my mother asked me and since the answer is the same, allow me to start with a proxy question:
How can a paper speaker reproduce the intricate timbre of such a wide variety of musical instruments? A wood flute sounds different than a metal flute, a steel string guitar different than a nylon string guitar, etc. It seems like the material imparts some unique properties. How does a speaker made out of paper do all that?
The analogy I used was roughly this: Imagine you're trying to hold a door shut while somebody is pushing on the other side of it. If all you can feel is the push on the door, you can't tell if the person is pushing with their bare hards, wearing gloves, or pushing the door with a tuba. The door propagates the push all the same.
Now take the case of a speaker. The thing between your ear and the speaker is is the air. The speaker is pushing on the air and making waves of pressure in the air that reach your ear.
This website has a nice image of this:
Your ear picks up changes in pressure and based on the frequency and amplitude of the pressure changes interprets the vibrations as sound. Every aspect of that sound, its loudness, tone, timbre, everything, are all encoded into a sequence of pressure waves in the air.
The speaker could be made out of pretty much anything including a Tesla coil as long as the speaker can cause changes in air pressure at the right frequencies and amplitudes.
You only need one cone connected to one magnet and vibrated back and forth by an electromagnet to do that. As the cone is pushed back and forth it's pushing on the air and that push makes it to your ear as changing air pressure. A complicated design is not needed for just pushing air.
In the future, please search for these answers first by e.g. looking up "how speakers work". A quick search will bring up what you want.
An electromagnet in the speaker cone is usually fixed next to a permanent magnet. Electricity is channeled through it to create a magnetic field which, by changing polarity, can flip the poles of the magnetic field. As the polarity of electricity changes, the electromagnet's field fluctuates. This causes it to vibrate because of the interference from the permanent magnet, which has a constant magnetic field. The result is a mechanical wave which oscillates through the air.
Just to be clear, you are not hearing the kinetic energy which moves the molecules in a wave, but you are interpreting the vibrations as it reaches and subsequently begins to affect your ear drum.
