In many problems , to change the length of the air column we use water but I dont understand why waves dont pass into water and then the reflected wave will have less amplitude and hence standing waves could not be formed.
Waves tend to reflect off any interfaces between media, because the different media have a different "impedance." In this situation, you can think get away with thinking of impedance as simple resistance -- water is much harder to shake than is air.
Yes, some of the sound will enter the water. If you're swimming underwater and a bomb goes off in the air above, you'll hear it!
But most of the sound is reflected back into the air.
In air column experiments like you describe, much more energy is lost at the open end of the column than at the closed (water) end. After all, some of the sound has to come out the open end so we can hear it.
By the way I believe that there are no waves existing that reflect of an object without loosing any energy, particularly with soundwaves which loose their energy to the traverse wave, and to dispersion and heat. The standing wave induced by boundaries can only be maintained by continuously providing amplitude to the insident wave, so the loss can be overcome.
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