Adomian decomposition method is presented as a method for the solution of the Burger's equation, a popular PDE model in the fluid mechanics. The method is computationally simple in application. The approximate solution is obtained by considering only the first two terms of the decomposition in this paper. Numerical experimentation shows accuracy of a minimum error of order five for various space steps and coefficient of kinematic viscosity. The method is considered high in accuracy.

In this paper the Black Scholes differential equation is transformed into a parabolic heat equation by appropriate change in variables. The transformed equation is semi-discretized by the Method of Lines (MOL). The evolving system of ordinary differential equations (ODEs) is integrated numerically by an L-stable trapezoidal-like integrator. Results show accuracy of relative maximum error of order 10 −10 .