The scaling function corresponding to the Daubechies wavelet with two vanishing moments is used to derive new quadrature formulas. This scaling function has the smallest support among all orthonormal scaling functions with the properties $M_2=M_1^2$ and $M_0=1$. So, in this sense, its choice is optimal. Numerical examples are given.

To use wavelets efficiently to solve numerically partial differential equations in higher dimensions, it is necessary to have at one’s disposal suitable wavelet bases. Ideal wavelets should have short supports and vanishing moments, be smooth and known in closed form, and a corresponding wavelet basis should be well-conditioned. In our contribution, we compare condition numbers of different quadratic spline wavelet bases in dimensions d = 1, 2 and 3 on tensor product domains (0,1)^d.