In Laser Shock Processing (LSP) a high intensity pulsed laser beam is focused at the interface between a metallic target and a transparent confining material (normally water) that induces a residual stress distribution in the target material. Without a protective coating thermal effects are present near the target surface. A calculational model has been developed, able to systematically study LSP processes, starting from laser-plasma interaction and coupled thermo-mechanical target behavior. We present results obtained in LSP treatments without coating. In particular the relative influence of thermal/mechanical effects shows that: each effect has a different temporal scale and thermal effects are limited to a small region near the surface; repeated pulses increase maximum compressive residual stress and the depth of the compressive residual stress region; compressive residual stresses very close to the surface level can be induced even without any protective coating through the application of adjacent pulses