Calculate an integral solving a differential equation

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I've completely stuck with this problem:

Calculate:

$$ \int_0^{0.1} e^{-x^2} \,dx $$

solving the problem:

$$ y'(x)= e^{-x^2}, x \in [0, 0.1]$$ $$ y(0) = 0 $$

My doubt is just how to do it. I'm used to use aproximations (with Taylor, Euler, Runge-Kutta methods), but the statement always says "use X method to calculate an aproximate the value of an equation", but I have no idea about how to calculate the value of an integral.

Please, anybody could help me? Thanks in advance.


UPDATE:

The complete statement says:

i)

We can see that numerical methods which are used to solve initial value problems, are also used to calculate integrals:

Demostrate that all initial value problem of the form:

$$ y'(x)= f(t,y(t)) , t \in [t_{0}, T]$$ $$ y(t_{0}) = y_{0} $$

is equivalent to the integral equation:

$$ y(t) = y_{0} + \int_{t_0}^{T} f(s,y(s)) \,ds $$

The second section ii) is the question I ask in the beggining.

I understand the second section is an application of the first section but the integral of the problem has no anylitic solution, so that...how to solve it?

I still don't see the solution even with your help and tips..

Thanks a lot.

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Hint:

$$0.1-\frac{0.1^3}{3}+\frac{0.1^5}{5\cdot2!}-\frac{0.1^7}{7\cdot3!}+\cdots$$