Is there only numerical method to find this defenite integral or any other way?
Here is an answer
$$\int_{a}^{b}e^{-x^2/2}dx= \sqrt {\frac{\pi}{2} }\left({{\rm erf}\left(\frac{b}{\sqrt{2}}\right)}-{{\rm erf}\left(\frac{a}{\sqrt{2}}\right)}\right),$$
where $\rm erf(x)$ is the error function
$$ \operatorname{erf}(x) = \frac{2}{\sqrt{\pi}}\int_{0}^x e^{-t^2}\,\mathrm dt. $$