Use this tag for questions related to approximate integration, which constitutes a broad family of algorithms for calculating the numerical value of a definite integral.

Approximate integration constitutes a broad family of algorithms for calculating the numerical value of a definite integral.

The basic problem in approximate integration is to compute an approximate solution to a definite integral $$ \int_a^b f(x)\;dx$$ to a given degree of accuracy. If $f$ 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 accuracy.

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