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  • This works. However, I will be integrating the function over hundreds of thousands of small cells. Wouldn't this be too slow as it would involve calling a python function? Commented Mar 3, 2010 at 2:55
  • I don't know if integrate.quad will internally vectorize the function or not. I know integrate.quadrature does, but I got an error when I tried it on a double integral. You could always make the integration faster by increasing the tolerance. Or better yet, find an exact solution! Commented Mar 3, 2010 at 6:09