Suppose you are asked to estimate the value of the following integral:
Such an integral occurs, for example, when one studies the normal distribution
in probability and statistics. How do you calculate this? One option
is to use the Trapezoidal Rule or Simpson's Rule, which are time-proven
techniques. Another is to determine a Taylor polynomial
P(x) of the function
and
to place this P in the integral as the integrand in question.
Since you are now simply looking at a polynomial, the integration
is easy and the evaluation at the limits of integration should go very
smoothly.
This issue of difficult or impossible integration can also appear during
the solution of a differential equation. Hence, it is sometimes the case
that solutions will be found in terms of Taylor series as the integration
is deemed "performable" in this context.