What are the .db-shm and .db-wal extensions in Sqlite databases?

I do not yet have enough reputation to just add a comment to satur9nine's answer, so I'll pile on here.

As per the SQLite docs, the DB-SHM file is a Shared Memory file, only present when SQLite it running in WAL (Write-Ahead Log) mode. This is because in WAL mode, db connections sharing the same db file must all update the same memory location used as index for the WAL file, to prevent conflicts.

As for WAL file, as hinted above, it is a write log/journal, useful for commits/rollback purposes.

You are correct, these are temporary files created by SQLite. If you are manually deleting the main db you should probably delete these too. From what I can gather the WAL is a replacement for the rollback journal that enables SQLite to rollback changes when a transaction fails. How SQLite uses them and why they are kept around for so long is up to the authors of SQLite but in general SQLite seems pretty rock solid so I wouldn't worry too much about them. For more info take a look here:

http://www.sqlite.org/fileformat2.html#walindexformat

These files are a new feature of SQLite 3.7. I'm not sure if their existence relates to the bug you point out but the bug report suggests a work-around anyway.

UPDATE:

Better documentation about the WAL is here:

https://www.sqlite.org/wal.html

The contents of the WAL are periodically moved to the DB file but this is not guaranteed to occur each time the process exits. Thus when WAL is enabled each SQLite DB consists of two files on disk that must be preserved, both the .db file and the .db-wal file.

The .db-shm file is a shared memory file that contains only temporary data.

Make sure that you have closed cursor properly into SELECT operation. Sometimes SQLiteOpenHelper creates .db-shm and .db-wal extensions database due to unclosed Cursor.