This video from AsapScience some years ago that explains some auditory illusions, like the McGurk effect (a phenomenon capable of modifying what the ears hear depending on what the eyes see), the tritone paradox or the illusion of the Shepard tone, that produces the sensation that a sound is ascending in tone indefinitely - although in reality it does not vary.
More trippy audio illusions - What these effects demonstrate is that there are (at least) two parts in the listening process. On the one hand there is the mechanical part with waves of sound moving through the air to the ear canal, which triggers a physical chain reaction involving the eardrum, three tiny bones and cochlear fluids. On the other hand the brain has to interpret the signal from the ear and, as the previous examples show, the brain has a great influence to determine what is being heard.
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