Wireless Communication Between Raspberry Pi 2 and multiple Arduinos
There's many options you could use.

The simplest, though most expensive, would be to equip all your Arduinos with WiFi shields and connect a USB WiFi dongle to the Pi.  The Pi could run in AP mode (investigate hostapd) so you don't have to connect them all to your internet router.

A cheaper option, though harder to work with on the Pi, would be to use the incredibly cheap but popular nRF24L01+ modules.  There are libraries aplenty for the Arduino, but I am not aware of code for the Pi (though there probably is somewhere if you google for it).

And then there are options in between which vary in price and complexity. 

Of course, you haven't mentioned range, only a brick wall.  The right choice could well be affected by the range of communication you need - do you go for the bare nRF28L01+ with a range of maybe 10m, or the one with the power amplifier and SMA antenna with a range of many hundreds of meters? Is WiFi going to be long enough range? Would a 433mHz module be a better choice?  All these questions and more need to be answered, and the best way is for you to describe your setup in detail, including what the longest range is you need to deal with, what amount of data you will be sending, do you need ultra low power to save batteries, etc.