A numerical theory for the massively parallel lattice gas and lattice Boltzmann methods for computing solutions to nonlinear advective-diffusive systems is introduced. The convergence theory is based on consistency and stability arguments that are supported by the discrete Chapman-Enskog expansion (for consistency) and conditions of monotonicity (in establishing stability). The theory is applied to four lattice methods: Two of the methods are for some two-dimensional nonlinear diffusion equations. One of the methods is for the one-dimensional lattice method of (B. Boghosian and C. D. Levermore, Complex Systems 1(1):1987, pp. 17-30) for the one-dimensional viscous Burgers equation. And one of the methods is for a nonlinear two-dimensional advection-diffusion equation. Convergence is formally proven in the L$\sb1$-norm for the first three methods, revealing that they are second-order, conservative, conditionally monotone finite difference methods. Computational results which support the theory for lattice methods are presented. In addition, a domain decomposition strategy using mesh refinement techniques is presented for lattice gas and lattice Boltzmann methods. The strategy allows concentration of computational resources on regions of high activity. Computational evidence is reported for the strategy applied to the lattice gas method for the one-dimensional viscous Burgers equation.