ABSTRACT
This chapter introduces several numerical methods for computing definite integrals. It identifies the methods that automatically take into account the regularity of the integrand, i.e., do not get saturated by smoothness, as opposed to those methods that are prone to saturation. The chapter discusses the difficulties associated with the increase of dimension for multiple integrals and outlines some combined analytical/numerical approaches that can be used for computing improper integrals. The formulae that are used for the approximate evaluation of definite integrals given a table of values of the integrand are called quadrature formulae. The chapter also discusses the trapezoidal rule and Simpson’s formula.
