Federico Izzo: How can you integrate the Gaussian from zero to one? Hint: you don't, your computer does.

Abstract: Numerical methods for computing integrals are called quadrature. These are common tools for numerical analysts and there exists a plethora of methods, each with its pros and cons. I will give an introduction to the subject and prove some unexpected results, such that that one of the simplest methods may under certain circumstances converge "very very fast".