Please see the attached file for the fully formatted problems.
The problem is that you are trying to calculate the integral explicitly. This cannot be done. All you can do is evaluate it numerically, using for example the Average Sum numerical integration method. To do this you split up the integration interval [0,3] into N small parts, [0,3/N],[3/N,3/N *2] etc. The integration is approximated by taking e^(x^2) to be approximately constant in each of these small parts (which is certainly true for large enough N). Then the integral is equal to the sum over all little ...
Integrals and average sums are investigated.