The shock wave process represents an abrupt change in fluid properties, in which finite variations in pressure, temperature, and density occur over the shock thickness which is comparable to the mean free path of the gas molecules involved. This shock wave fluid phenomenon is simulated by using the finite difference lattice Boltzmann method (FDLBM). In this paper, a new model is proposed using the lattice BGK compressible fluid model in FDLBM for the purpose of speeding up the calculation as well as stabilizing the numerical scheme. The numerical results of the proposed model show good agreement with the theoretical predictions.