There are a few ways you could wake up by yourself. When you have slept for some time you will wake up by yourself because you are no longer tired. You also wake up because you are hungry or because you have to pee. In addition your brain does not go completely to sleep and some parts of your brain is able to perceive stimuli from your senses and process them. This is why you wake up from the alarm clock but are also able to get few other hints as to what time it is, for example by how much light is in the room or by the birds chirping gently outside. And then there is your circadian rhythm. This is a process in your body driven by production and metabolism of some hormones which takes roughly 24 hours per cycle. And it controls how tired you are and how awake you are. This allows you to become less tired each morning which helps you wake up.
There is a neurotransmitter called Adenosine that is responsible for making us feel sleepy. This accumulates throughout the day. While you sleep, it is metabolized/ broken down by the body until the levels of it are low enough that your brain stops being sleepy.
There is also a hormone called Melatonin that regulates the rise and fall of your circadian rhythm. This is what keeps your body on a natural schedule, assuming no interruptions from artificial light and alarm clocks…etc
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