In: Physics
The first thing that distinguishes a shock wave from an "ordinary" wave is that the initial disturbance in the medium that causes a shock wave is always traveling at a velocity greater than the phase velocity of sound (or light) in the medium. Notice that I said light - that is because there is also a kind of electromagnetic analogue to a shock wave known as Cherenkov radiation (Wikipedia article is here )that is created when a charged particle travels through a medium at a velocity faster than that of the phase velocity of light in the medium (which for many media is some fraction of c).
So getting back to acoustic waves in a gas, the main characteristic that divides a shock wave from an ordinary wave is the thermodynamics of the changes in pressure and temperature due to the wave. For ordinary waves (disturbance less than the phase velocity of sound), the compression and rarefaction of the gas does not entail a change in entropy of the gas - thus an ordinary wave is a reversible process thermodynamically speaking.
For shock waves, this is not the case. The process of compression and rarefaction caused by a shock wave is an irreversible process - it leads to a change in entropy of the gas.
A shock wave is the final stage of a nonlinearly steepening wave that has reached a balance between steepening and energy dissipation (i.e., irreversible energy transformation). An contrasting example would be water waves, where there is insufficient energy dissipation to limit steepening resulting in wave breaking (e.g., white caps or waves that surfers like).