Complexity of computing the antiderivative of a given function
Kawamura, in his paper Lipschitz Continuous Ordinary Differential Equations
are Polynomial-Space Complete, mentions a classical result of Friedman (Theorem 3.4) which implies that computing the integral of an easy function could be a hard task (check the paper for the exact definitions), essentially since integration is like summing over many different values.

The result mentioned above is in the framework of computable analysis. The answer could be different in other models of computation. See Real-number Computability from the Perspective of Computer Assisted Proofs in Analysis for a recent survey of models of computation on real numbers.