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Wave switching is a hybrid switching technique for high performance routers. It combines wormhole switching and circuit switching in the same router architecture. Wave switching achieves very high performance by exploiting communication locality. When two nodes are going to communicate frequently, a physical circuit is established between them. By combining circuit switching, pre-established physical circuits and wave pipelining across channels and switches, it is possible to increase network bandwidth considerably, also reducing latency for communications that use pre-established physical circuits.In this paper, we propose two protocols for routers implementing wave switching. The first protocol handles the network as a cache of circuits, automatically establishing a circuit when two nodes are going to communicate. Subsequent communications use the previously established circuit. When a new circuit requests channels belonging to another circuit, a replacement algorithm selects the circuit to be torn down. The second protocol relies on the programmer and/or the compiler to decide when a circuit should be established or torn down for a set of messages. Also, we show that the proposed protocols are always able to deliver messages, and are deadlock- and livelock-free.