Shock wave is a strong pressure wave in any medium produced by explosive phenomena that create violent changes in pressure. Explosion of dying stars and many other astrophysical phenomena create shock waves. There is an excellent explanation of supersonic shock waves by Ron Kurtus: http://www.school-for-champions.com/science/sound_traveling_faster.htm
In a shock wave the wave front experiences violent change in stress, density, and temperature. In the case of a supersonic shock wave the wavefront moves faster than the speed of sound in that particular medium.
When the speed of the shock wave becomes a significant fraction of the speed of light then it is known as a relativistic shock.
Scientists cannot create relativistic shocks in Earth laboratories but they believe that relativistic shock waves exist in astrophysical phenomena. Latest evidence for relativistic shock waves came from the observations of a recent “gamma ray burst” (GRB) recorded by Fermi Gamma-ray Space Telescope.
Latest news from Stanford University:
“The really cool thing about this GRB is that because the exploding matter was traveling at the speed of light, we were able to observe relativistic shocks,” Vianello said. “We cannot make a relativistic shock in the lab, so we really don’t know what happens in it, and this is one of the main unknown assumptions in the model. These observations challenge the models and can lead us to a better understanding of physics.”
For more on gamma ray bursts you can read the following