The authors present an adaptive method based on the idea of multiple, component grids for the solution of hyperbolic partial differential equations using finite difference techniques. Based upon Richardson-type estimates of the truncation error, refined grids are created or existing ones removed to attain a given accuracy for a minimum amount of work. Their approach is recursive in that fine grids can themselves contain even finer grids. The grids with finer mesh width in space also have a smaller mesh width in time, making this a mesh refinement algorithm in time and space. This document includes algorithm, data structures and grid generation procedure, and concludes with numerical examples in one and two space dimensions.