An impulsive gravitational wave is a weak solution of the Einstein vacuum equations whose metric admits a curvature delta singularity supported on a null hypersurface; the spacetime is then an idealization of a gravitational wave emanating from a strongly gravitating source. In the presence of multiple sources, their impulsive waves eventually interact and it is interesting to study the spacetime up to and after the interaction. For such singular solutions, the classical well-posedness results (such as the bounded L^2 curvature theorem) are not applicable and it is not even clear a priori whether the initial regularity propagates or a worse singularity occurs from the nonlinear interaction. I will present a local existence result for U(1)-polarized Cauchy data featuring three impulsive gravitational waves of small amplitude propagating towards each other. The proof is achieved with the help of localization techniques inspired from Christodoulou's short pulse method and new tools in Harmonic Analysis, notably anisotropic estimates that are tailored to the problem. This is joint work with Jonathan Luk.