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When two phase coherent laser beams are crossed at an §angle, the electric fields of§the beams produce a sinusoidal interference pattern. §Partial absorption of the electric§fields in a colloidal sample creates a sinusoidal §temperature field. The temperature§gradient then causes production of concentration §gradient in the sample, known as§the Ludwig-Soret effect or thermal diffusion. §Solutions to nonlinear partial differential§equations that describe the effect show that shock §waves analogous to fluid§shock waves are produced. A mathematical relation §between the shock speed and the§density fraction of one component, analogous to the §well-known Rankine-Hugoniot§equations, is derived. Self-diffraction and imaging §experiments show shock-like behavior§in colloidal systems governed by the thermal §diffusion.