Usually it will be done by switching powere on and off really fast. That will then go through a circuit that smooths the on off into a actual wave shape.
Same as if your moving your hand up and down in a bath tub. Vertical movement of your hand is smoothed out by the resistance of the water to create a horizontal wave.
The circuits use inductors and capacitors to create filters that resist the change of voltage causing the wave shape.
Edit:
I guess terms would be either stable multi vibrators or oscillator. Usually
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