[python] How to use comparison and ' if not' in python?

Why think? If not confuses you, switch your if and else clauses around to avoid the negation.

i want to make sure that ( u0 <= u < u0+step ) before do sth.

Just write that.

if u0 <= u < u0+step:
    "do sth" # What language is "sth"?  No vowels.  An odd-looking word.
else:
    u0 = u0+ step

Why overthink it?

If you need an empty if -- and can't work out the logic -- use pass.

 if some-condition-that's-too-complex-for-me-to-invert:
     pass
 else: 
     do real work here