page_title: Numerical integration
hierarchical_section_title: Numerical integration
context_page_description: In analysis, numerical integration comprises 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. The term numerical quadrature is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take quadrature to include higher-dimensional integration.
  The basic problem in numerical integration is to compute an approximate solution to a definite integral
  to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision.
context_section_description: In analysis, numerical integration comprises 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 numerical quadrature (often abbreviated to quadrature) is more or less a synonym for numerical integration, especially as applied to one-dimensional integrals. Some authors refer to numerical integration over more than one dimension as cubature; others take quadrature to include higher-dimensional integration.
  The basic problem in numerical integration is to compute an approximate solution to a definite integral
  to a given degree of accuracy. If f(x) is a smooth function integrated over a small number of dimensions, and the domain of integration is bounded, there are many methods for approximating the integral to the desired precision.
caption: Numerical integration is used to calculate a numerical approximation for the value 
    
      
        
          S
        
      
      {\displaystyle S}
    
  , the area under the curve defined by 
    
      
        
          f
          (
          x
          )
        
      
      {\displaystyle f(x)}
    
  .