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In chapter one, a brief review of some work associated with the computational methods: direct and indirect to solve variational problems is discussed. Chapter two discusses the convergence of second Cheybeshev wavelets then some new important properties and formulas of Chebyshev wavelets of first and second kinds which are essential to simplify the computation are derived. Chapter three gives four algorithms for solving variational problems using operational matrices of derivative and integration of Cheybeshev wavelets. Conclusions and further research direction are included in chapter four.