The first part of this thesis deals with detonations in gaseous reactive mixtures. Various technological applications have been proposed involving detonations, particularly in the field of propulsion. However, it has been confirmed experimentally that detonations generally exhibit an unstable behaviour, leading to complicated flow structures. A thorough understanding of the evolution of detonation waves is needed before they can be used for propulsion purposes. Herein, we present the first detailed numerical study of three-dimensional structures in gaseous detonations. This study is based on a parallelized, unsplit, shock-capturing algorithm. We show that we can reproduce all types of detonations that have been observed experimentally. The advancements in the field of gaseous compressible reactive flows paved the way for the study of the significantly more complex phenomena that occur in the flow of two-phase, heterogeneous compressible reactive mixtures. In the second part of this thesis, we develop a new shock-capturing algorithm for the study of these flows. We first present a new numerical procedure for solving exactly the Riemann problem of compressible two-phase flow models containing non-conservative products. We then examine the accuracy and robustness of three known methods for the integration of the non-conservative products. The issue of existence and uniqueness of solutions to the Riemann problem is also discussed. Due to the ill-posedness of the Riemann problem of standard two-phase models, we present and analyze, in the third and last part of this work, a conservative approximation to reduced one-pressure one-velocity models for compressible two-phase flows that contain non-conservative products. Herein, we develop an exact Riemann solver for the proposed reduced model. Further, we investigate the structure of the steady two-phase detonation waves admitted by this model. Finally, we report on numerical simulations of the transmission of a purely gaseous detonation to heterogeneous mixtures. The effect of the solid particles on the structure of the resulting two-phase detonation is discussed in detail.