We present a new numerical scheme for solving the advection equation and its application to the Vlasov simulation. The scheme treats not only point values of a profile but also its zeroth to second order piecewise moments as dependent variables, and advances them on the basis of their governing equations. We have developed one- and two-dimensional schemes and show that they provide quite accurate solutions compared to other existing schemes with the same memory usage. The two-dimensional scheme can solve the solid body rotation problem of a gaussian profile with little numerical diffusion. This is a very important property for Vlasov simulations of magnetized plasma. The application of the scheme to the electromagnetic Vlasov simulation of collisionless shock waves is presented as a benchmark test.