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Well, let me answer my own question
At least i can do this in Cantor, within a code block:
cython(r"""
from math import sin
def f(x):
return sin(x**2)
def integral(double a,double b,int N):
cdef dx = (b-a)/N
cdef double s = 0
cdef int i
for i in range(N):
s+=f(a+dx*i)
return s*dx
""")
It is not that clean as in the notebook but works nice. Is there another solution ?
