1. A computer-implemented method for obtaining a numerical approximation of a physical system to be simulated for assessing wave propagation arising in that physical system, the method comprising: creating, using a computer, a computational domain comprising a coarse-grid, which includes a plurality of coarse-grid cells, and a primary level fine-grid region comprising two or more neighboring primary level fine-grids having a plurality of primary level fine-grid cells of spatial refinement integer k, wherein the spatial refinement has an associated temporal refinement, embedding, using the computer, each primary level fine grid within one or more coarse grid cells, obtaining, using the computer, values representing a first physical quantity of the physical system to be simulated, from one or more solution points of each of the coarse-grid cells and the fine-grid cells, performing, using the computer, a calculation procedure to obtain a value representing a second physical quantity for at least one solution point of every cell at a given stage in time, and obtaining, using the computer, new values of the two physical quantities at the primary level fine-grid cell solution points at an interface between the coarse-grid and the primary level fine-grid which interface is common to neighboring fine-grids, from previous values of the two physical quantities at primary level fine-grid cell solution points adjacent to that common interface.