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.

# Approximate Integration

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