It is down to physics. The frequency of a given note doubles each time you go up an octave. Picking the note A because the maths is easy, the frequencies in hertz of the A keys of a piano are:
27.5, 55, 110, 220, 440, 880, 1760, 3520
We perceive this array of frequencies as the same note because they stimulate our senses in very similar ways. Unless listening to a pure tone, instruments will generate different harmonics as well as the fundamental frequency. It is the strength of these harmonics that we perceive as tone.
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