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Low-power medical ultrasound is widely used for imaging and diagnostic clinical applications. High-intensity focused ultrasound (HIFU) can be used for destruction of tumors in various organs and performing neurosurgical operations in the deep structures of the human brain. Although in modern HIFU systems the main physical mechanism is tissue heating due to continuous waves absorption, there is growing interest in the use of pulsed modes with a large amplitude with nonlinear shock front formation at the focus. Such modes make it possible to significantly expand the range of bioeffects caused by ultrasound. New applications are rapidly developing, such as the destruction of blood clots and large hematomas, targeted drug delivery, abscess treatment and combined immunotherapy. A brief review of modern clinical applications in urology, cardiology, gastroenterology, bioengineering and immunology is provided. New experimental and numerical methods for characterizing the wave fields of HIFU units and planning ultrasonic exposure in certain clinical conditions are considered; examples of transducers to achieve the required amplitudes of the shock front at the focus are given; physical mechanisms of mechanical and thermal effects on tissue, cavitation effects in tissue, the influence of acoustic properties of tissue on nonlinear focusing and in situ field parameters, features of acoustic and MRI visualization of the affected area, features of morphological and ultrastructural changes in tissue caused by ultrasound are discussed. Current work was financially supported by the Russian Science Foundation (RSF 20-12-00145).