\documentclass{amsart} \vfuzz2pt \hfuzz2pt \begin{document} \title{Abstract} \maketitle In this paper we present a new kind of functions -- the wavelet integrals and use them as basis functions in an adaptation of the {\sc Ritz-Galerkin} technique for numerical solution of differential equations.Studying their properties we come to the conclusion that they are a promising numerical tool.One of their advantages is that they are smoother than the standard {\sc Daubechies} wavelets and in the same time they inherit the multiresolution properties of these wavelets.Their application leads to a band matrix.\\ The definition of wavelet integrals on the interval [0,1] is given following the construction of orthogonal wavelets on the same interval. To illustrate the above technique a {\sc Dirichlet} problem on the interval [0,1] is considered. Several recurrent methods for finding the elements of this matrix are introduced.Finally an estimation of the approximation error of the exact solution of the boundary problem with functions from the space of approximation $\Delta_n$ is made. \end{document}