This paper outlines a new general construction, named "multi-space", that f
orms the proper geometrical foundation for the numerical analysis of differ
ential equations - in direct analogy with the role played by jet space as t
he basic object underlying the geometry of differential equations. Applicat
ion of the theory of moving frames leads to a general framework for constru
cting symmetry-preserving numerical approximations to differential invarian
ts and invariant differential equations.