This is a video of an F-15 jet taking off in slow motion, so that we can see the shock diamonds coming out the exhaust. Shock diamonds are shapes that form in the exhaust of supersonic engines. The different pressures of the exhaust and jet cause the exhaust to expand, but almost immediately the pressure drops and it collapses back. This process happens extremely fast and repeats itself, which causes the pattern to form.
Video Credit: Samuel Morse