ABSTRACT
It is frequently necessary to compute definite integrals ∫ b a f(x)dx of a given
function f . From the Fundamental Theorem of Calculus we know that if we can find an antiderivative or indefinite integral F , such that F ′(x) = ddxF (x) =
f(x), then ∫ b a f(x)dx = F (b) − F (a). However for many functions f it is
impossible to write down an antiderivative in closed form. That is, we have no finite formula for F . In such cases we can use numerical integration to approximate the definite integral.
