We present the first holographic simulations of non-equilibrium steady state formation in strongly coupled $mathcal{N}=4$ SYM theory in 3+1 dimensions. We initially join together two thermal baths at different temperatures and chemical potentials and compare the subsequent evolution of the combined system to analytic solutions of the corresponding Riemann problem and to numeric solutions of ideal and viscous hydrodynamics. The time evolution of the energy density that we obtain holographically is consistent with the combination of a shock and a rarefaction wave: A shock wave moves towards the cold bath, and a smooth broadening wave towards the hot bath. Between the two waves emerges a steady state with constant temperature and flow velocity, both of which are accurately described by a shock+rarefaction wave solution of the Riemann problem. In the steady state region, a smooth crossover develops between two regions of different charge density. This is reminiscent of a contact discontinuity in the Riemann problem. We also obtain results for the entanglement entropy of regions crossed by shock and rarefaction waves and find both of them to closely follow the evolution of the energy density.
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