Essentially, a resonance is a point of instability that allows a small stimulus to excite a large response. For mechanical systems, a resonance point is referred to as a "natural frequency." What this means is that the structure, or system, essentially "likes" to vibrate at the frequency, i.e., movement at that frequency is "natural" and efficient.
There is apparent non-conservation of energy that is possibly troubling you. The answer is that energy is still conserved; the system is "pumped" by the input stimulus, and the energy is stored as potential energy, and begins cycling between the stored potential energy and kinetic energy. At the natural frequency, the system is extremely efficient at cycling the energy, hence a small stimulus can trigger the resonance. The input stimulus merely refreshes the parasitic losses in the system such as friction, thereby allowing the system to maintain the full resonance motion. Note that when the stimulus is removed, the system continues to resonate, but the parasitic losses saps the stored energy, so that the system's vibration levels continue to decrease until it stops altogether. Note that if the input stimulus is less than the parasitic losses, the system will not resonate, and only when the input levels sufficiently exceed the parasitic losses will the resonance start.
Usually, for systems that we work on, the natural frequency is too high to detect the pumping phase, but car suspensions have relatively low natural frequencies, and there are competitions where car suspensions are resonated such that their front ends bounce up and down like rubber balls. Clearly, the stimuli, be they hydraulic or electric are incapable of lifting the dead weight of the cars, but their stored energy is quite capable. In any case, there is a pumping phase prior to the bouncing phase that stores sufficient energy to lift the front end.
TTFN
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