But the notion of changing brain waves is a very appealing one, from a marketing stand point. People can visualize brain waves and we like synchrony. Also, in the computer age, we understand the notion of “programming.” We also have been prepped for the future by movies such as The Matrix, where people could master Kung Fu in minutes by simply “downloading” the knowledge. This gives the whole notion a superficial plausibility. But the science just isn’t there.

Maybe a favorite popular song, a certain piece of Classical music, a raucous dance beat, the pulse of Reggae, Indian, or African drums, or the chanting of Gregorian or Tibetan monks, but you probably know how the sound of music, drumming, or chanting is capable of transporting you into an altered and joyous state of mind and uplifting your spirits.

I was raised on a farm, and in my youth I dug enough fence post holes to last a dozen lifetimes. My father used to joke that he gave me that chore so that I’d have lots of practice and get good at digging fence post holes. From a pragmatic point of view, the purpose of digging all those post holes was really not so that I’d become a better post hole digger, but so that I could plant posts in them. Once you dig a post hole to the correct depth you don’t keep on digging, trying to make the hole fancier or more aesthetically pleasing. You stick a post in that sucker, tamp the earth back in around it so that the post is secure, and then move on to dig the next hole.

It sounds like your brain might have initial trouble adapting to the binaural beats. The same thing happened to me when I listen to the Beta frequency (I got a headache), but then I discovered that I had the volume turned up too loud. I would say experiment with these frequencies, but at a low volume. See how you go. And if you continue to have anxiety, by all means, stop listening. Also, not all binaural beats are created equally. Some are amateurish, but the ones from Binaural Beats Meditation (mentioned and linked to in this article), are professionally created and the ones that I personally listen to. I love them (especially the Theta/Delta ones)! I hope this helps. :)
Binaural beats are the playing of two sine waves of close, but not the same, frequency into different earpieces of a set of headphones. The "beat" is heard as the brain tries to process them as a distinct sound, while taking into account the constructive/destructive interference. It is said to migrate brain waves to be closer to that frequency, like a sort of biological resonance, which is true. Of course the same can be said for listening to relaxing music help you relax, up tempo music to help you feel energetic, etc...
Respectfully ask others to change their behavior. And be willing to do the same. Small problems often create larger ones if they aren't resolved. If you're tired of being the target of a friend's jokes at parties, ask him or her to leave you out of the comedy routine. In return, be willing to enjoy his or her other jokes and thank him or her for humoring you.
Theta brainwaves are next highest in frequency above delta and are especially important for many people using brainwave entrainment and meditation because theta waves are at a threshold, forming a link between wakefulness and the subconscious mind. Theta waves bridge between our awake self and the creative and insightful understandings from below our conscious awareness, and while they are not common in awake adults, they are normative for children under 13 years old. 
You listen to binaural beats using headphones. In each ear, you receive sound at a slightly different frequency (often accompanied by some relaxing background sounds). If your left ear receives a 300-hertz tone and your right ear receives a 280-hertz tone, your brain will process and absorb a 10-hertz tone. That’s a very low-frequency soundwave—one you can’t actually hear. But you don’t need to hear the sound for your brain to be affected by it.
The phenomena of brainwave entrainment was first described in the scientific literature in 1973 by Gerald Oster in results published in an article in Scientific American entitled, “Auditory Beats in the Brain”. He showed that a specific brainwave could be induced when a person heard two separate, but closely related, sound frequencies, one in each ear. He discovered that when the frequencies heard by each ear differed by about 10 hertz, the brainwave pattern of the person hearing the sound would synchronize to the difference between the two frequencies. For example, if the person heard a 410 hertz sound in one ear and a 400 hertz sound in the other ear, their brainwaves would stabilize at the difference between the two, or 10 hertz. This technique is called binaural beats, and it is a fundamental principle of brainwave entrainment methods.
Brainwave Entrainment is the process of synchronizing the brain to specific frequencies and patterns embedded in audio tracks. These frequencies correlate to specific emotions, feelings, and even energy levels. Using nothing more than sound, Brainwave Entrainment can enhance creativity, change moods, and even alter behavior like sleep and energy levels.
A simple spinal twist can help you get a better night's sleep. It alleviates tension that's built up in your lower back throughout the day. Sitting on your bed with legs crossed, place your right hand down on the bed behind you and rest your left hand on your right knee. Sit up straight and inhale for four to eight counts, lengthening your spine as you breathe. On your exhale, begin to twist toward your right hand (don't strain your neck). Hold this position for four more full breaths, lengthening your spine on the inhales and deepening your twist on the exhales, if it feels comfortable. Repeat yoga asanas on opposite side. (These stress-reducing yoga poses also help calm anxiety.)
Stress affects your whole body, so find a pick-me-up for each of your senses. Turning on a favorite tune uses your sense of hearing for a science-backed burst of good feeling, and using aromatherapy uses your sense of smell to relax you. “Oils like lavender and lemon reduce stress,” Dr. Serani says. “Also, don’t forget that your sense of smell is the most nostalgic of all your senses,” so if you have a scent that reminds you of comfort, keep it on hand to sniff when you’re freaking out. Your sense of touch can be employed by stroking a “talisman”—a favorite or sentimental item—or even an “intention stick,” which you can hold like a wand to feel more in control. Chew gum to use your sense of taste to curb stress (scientists think it’s the lasting flavor, not just the act of chewing itself, that makes gum such a great stress reliever). Besides using your mind’s eye to visualize a happy place, you can use your sense of sight to look at calming images—cat videos on the Internet have actually been scientifically proven to lower stress.
Alpha: Alpha brainwave patterns are associated with a state of wakeful relaxation. Slower and lower in frequency (between 9-14 hertz), alpha waves are dominant when we’re calm and relaxed, but still alert. Alpha waves are associated with states of meditation (your yoga class probably puts you in an alpha state), and also with our ability to be creative.
For example, exercise and perusing a goal very ambitiously are both types of stress, except they ultimately benefit the body. Areas of the brain, including the hippocampus, amygdala and prefrontal cortex can pick up on positive stressful experiences and cause “stress-induced structural remodeling” of the brain, which means you experience alterations in behavioral and physiological responses to these positive events. The result is that in the future you’re better able to handle similar situations because you learn from them, associate them with a reward and stop perceiving them as threatening.
The idea behind CBT is this: If you can reframe the way you think about events in your life — for example, instead of panicking over a job change you choose to embrace it, prepare as best you can and seize the opportunity to start fresh — you can literally reduce the stress you wind up feeling from the event. CBT is useful for training us to avoid internal causes of stress, such as “all-or-nothing” thinking, jumping to conclusions, pessimism, having unrealistic expectations for ourselves, always expecting the worst-case scenario, and feeling guilt or shame over events that are out of our control. (11)
Binaural beats are auditory brainstem responses which originate in the superior olivary nucleus of each hemisphere. They result from the interaction of two different auditory impulses, originating in opposite ears, below 1000 Hz and which differ in frequency between one and 30 Hz (Oster, 1973).For example, if a pure tone of 400 Hz is presented to the right ear and a pure tone of 410 Hz is presented simultaneously to the left ear, an amplitude modulated standing wave of 10 Hz, the difference between the two tones, is experienced as the two wave forms mesh in and out of phase within the superior olivary nuclei. This binaural beat is not heard in the ordinary sense of the word (the human range of hearing is from 20-20,000 Hz). It is perceived as an auditory beat and theoretically can be used to entrain specific neural rhythms through the frequency-following response (FFR)--the tendency for cortical potentials to entrain to or resonate at the frequency of an external stimulus. Thus, it is theoretically possible to utilize a specific binaural-beat frequency as a consciousness management technique to entrain a specific cortical rhythm.  
Brainwaves, or neural oscillations, share the fundamental constituents with acoustic and optical waves, including frequency, amplitude and periodicity. Consequently, Huygens' discovery precipitated inquiry[citation needed] into whether or not the synchronous electrical activity of cortical neural ensembles might not only alter in response to external acoustic or optical stimuli but also entrain or synchronize their frequency to that of a specific stimulus.[16][17][18][19]
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