ELI5: Explain Like I'm 5

Gaussian quadrature

Gaussian quadrature is a way of using math to calculate the area underneath a curve. It's a bit like when you draw a picture with something like a crayon and then you color in the picture--you make sure to color the whole region beneath the lines you drew. With gaussian quadrature, you do the same thing, but instead of coloring, you add up a bunch of numbers. You start off by dividing the area underneath the curve into a bunch of little areas that look like rectangles, and then you add up the heights of these rectangles to get an estimate of the total area. If you do it carefully, you can usually get a pretty good estimate of the total area.