This book contains an expanded and smoothed version of lecture notes delivered by the authors at the Advanced School on Numerical Solutions of Partial Di?- ential Equations: New Trends and Applications, which took place at the Centre de Recerca Matem atica (CRM) in Bellaterra (Barcelona) from November 15th to 22nd, 2007. The book has three parts. The ?rst part, by Silvia Bertoluzza and Silvia Falletta, is devoted to the use of wavelets to derive...