This book is devoted to the numerical analysis of compressible fluids in the spirit of the celebrated Lax equivalence theorem. The text is aimed at graduate students in mathematics and fluid dynamics, researchers in applied mathematics, numerical analysis and scientific computing, and engineers and physicists. The book contains original theoretical material based on a new approach to generalized solutions (dissipative or measure-valued solutions). The concept of a weak-strong uniqueness principle in the class of generalized solutions is used to prove the convergence of various numerical methods. The problem of oscillatory solutions is solved by an original adaptation of the method of K-convergence. An effective method of computing the Young measures is presented. Theoretical results are illustrated by a series of numerical experiments. Applications of these concepts are to be expected in other problems of fluid mechanics and related fields.