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
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.