While I don't have octave available currently, I believe your problem is that the quad function requires the first input to be a function of one input. So, for a single u value it would look like:
>function y=int(x)
>y=sin(10.*x);
>endfunction;
Then the quad line should work. Now if you want to dynamically change the u value, then you might do something like:
index = 1; results = zeros(size([-10:0.1:10]));
for u = [-10:0.1:10]
% creates the function as a string where the first input to int is the current value of u function_string = sprintf('int(%d, x)', u);
% creates an inline function that only has one input 'x', because we want u to be constant.
int_inline = inline(function_string, 'x');
results(index) = quad('int_inline',0,2.*pi);
index = index + 1; end
There may be a better way to do this, but I think this should work.