POW!

This is an amazing gif animation of a shock wave propagating out from a volcanic explosion, converted from video imagery at Sakurajima Volcano, Japan. (Click for 750 X 500 pixels, or over to the link for the source, and lots of other info and pictures)As the shock wave passes through a mass of nearly water-saturated air, it compresses and heats up. My suspicion is that it's too quick to loose any heat radiatively, but that the low pressure behind the shock wave is caused by rebound, as shown below.
Other things to look for are the bombs tossed out by the blast- notice they emerge from the ash cloud. As the explosion occurs, the gasses and ash are moving fastest: the rocks are massive, and are much more difficult to accelerate. However, drag from the air above the crater rapidly slows the ash and gas cloud, so the bombs catch up, and emerge from the dark gray edge. Also notice the small wisps of ash kicked up from the ground around the crater as these bombs kick up the volcanic dust from previous eruptions. Very cool, and one more reason to be thankful for (relatively) cheap electronic cameras we can put remotely in harms way. This is not something you'd really want to see in person.