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Approximate Integration

In numerical analysis, numerical integration
constitutes a broad family of algorithms for calculating the numerical
value of a definite integral, and by extension, the term is also
sometimes used to describe the numerical solution of differential
equations. This article focuses on calculation of definite integrals.
The term quadrature is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Two- and higher-dimensional integration is sometimes described as cubature, although the meaning of quadrature is understood for higher dimensional integration as well.

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