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In this paper, the semi-orthogonal compactly supported spline wavelets are used as basis functions for the efficient solution of the thin-wire electric field integral equation (EFIE) in frequency domain. The method of moments (MoM) is used via the Galerkin procedure. Conventional MoM directly applied to the EFIE, leads to dense matrix which often becomes computationally intractable when large-scale problems are approached. To overcome these difficulties, wavelets can be used as a basis set so obtaining the generation of a sparse matrix; this is due to the local supports and the vanishing moments properties of the wavelets. In the paper, this technique is applied to analyze electromagnetic transients in a lightning protection systems schematized as a thin-wire structure. The study is carried out in frequency domain; a discrete fast Fourier transform algorithm can be used to compute time profiles of the electromagnetic interesting quantities. The unknown longitudinal currents are expressed by using multiscale wavelet expansions. Thus, the thin-wire EFIE is converted into a matrix equation by the Galerkin method. Results for linear spline wavelets along with their comparison with conventional MoM that uses triangular basis functions and the point matching procedure are presented, for two case studies. Good agreement has been reached with a strong reduction of the computational complexity.