The frequency, is a magnitude that characterizes the waves and represents the number of times that a state of a system is repeated in the time unit.
The essential function of a wave, is to transmit the energy of the oscillatory motion of a source, through a medium. When the frequency of a wave increases, what also increases is the energy that is propagated from the source that produces the waves.
For example, according to the relationship discovered by Max Planck, the energy of a photon is directly proportional to the frequency of the electromagnetic wave having associated; this relationship is what explains the photoelectric effect.
E = hf
E, is the photon energy.
h, is the Planck's constant.
f, is the frequency of the wave associated with the photon.
Sound waves are another example where a relationship of direct proportionality, between the energy and the frequency, is observed. A sound of low frequency is heard with less intensity than other of high frequency. This is, because the intensity of a sound wave is equal to the energy transmitted by the wave through unit area per unit of time; as the energy, is proportional to the frequency, we have that a high frequency sound is heard more strongly than other with less frequency, although they have the same amplitude.