Compressible multi-materialflows are encountered in a wide range of natural phenomena and industrial applications, such as supernova explosions in space, high speed flows in jet and rocket propulsion, underwater explosions, and vapor explosions in post accidental situations in nuclear reactors. In the numerical simulations of these flows, interfaces play a crucial role. A poor numerical resolution of the interfaces could make it difficult to account for the physics, such as material separation, location of the shocks and contact discontinuities, and transfer of the mass, momentum and heat between different materials/phases. Owing to such importance, sharp interface capturing remains an active area of research in the field of computational physics. To address this problem in this paper we focus on the Interface Capturing (IC) strategy, and thus we make use of a newly developed Diffuse Interface Method (DIM) called Multidimensional Limiting Process-Upper Bound (MLP-UB). Our analysis shows that this method is easy to implement, can deal with any number of material interfaces, and produces sharp, shape-preserving interfaces, along with their accurate interaction with the shocks. Numerical experiments show good results even with the use of coarse meshes.