Numerical integration is the approximate computation of an integral using numerical techniques. The numerical computation of an integral is sometimes called quadrature. Ueberhuber uses the word "quadrature" to mean numerical computation of a univariate integral, and "cubature" to mean numerical computation of a multiple integral. There are a wide range of methods available for numerical integration. A good source for such techniques is Press et al. (1992). Numerical integration is implemented in the Wolfram Language as NIntegrate[f, {x, xmin, xmax}].

cubature | double exponential integration | Filon's integration formula | Gauss-Kronrod quadrature | Gregory's formula | integral | integration | Monte Carlo integration | numerical differentiation | quadrature | quasi-Monte Carlo integration | T-integration