A shockwave is a wave which travels through a fluid faster than the local speed of sound. Across the shockwave, pressure, temperature and other fluid properties change very quickly, almost discontinuously, over just a few millimetres.
Shockwaves occur at the interface between a downstream supersonic flow and an upstream subsonic flow. They occur because the 'information' about the supersonic flow is unable to propogate ahead of the supersonic area (since the fastest it can freely travel is the speed of sound), so fluid properties are not able to smoothly change between the sub- and supersonic areas. This results in the very abrupt change in fluid properties at the boundry. We call this boundry a shockwave.
Unlike sound waves, the passing of a shockwave is a highly irreversible process and has a large increase in entropy associated with it.
The formation of a shockwave can create enormous drag in the system which can result in a lot of heat. A significant proportion of the heat endured by a space shuttle during re-entry is as a result of the shockwave forming around it.
A shockwave forming around an explosion
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