The MSW effect of supernova neutrino is one of foci of recent neutrino astrophysics. It is still an open question how the shock wave propagation affects the neutrino oscillation. Using an implicit Lagrangian code for general relativistic spherical hydrodynamics, we succeeded in numerical simulations of breakout of shock wave propagation through the stellar envelope. We first discuss our successful result of shock wave propagation which is generated by adiabatic collapse of iron core, and compare with non-adiabatic models. Secondly, we apply our model to the neutrino oscillation and calculate survival probabilities of three light-neutrino families. We discuss how the flux and energy spectrum of each neutrino species can change due to the MSW effect.