$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} $$

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Memory-saving solver function

def solver_memsave(I, a, T, dt, theta, filename='sol.dat'):
    """
    Solve u'=-a*u, u(0)=I, for t in (0,T] with steps of dt.
    Minimum use of memory. The solution is stored in a file
    (with name filename) for later plotting.
    """
    dt = float(dt)         # avoid integer division
    Nt = int(round(T/dt))  # no of intervals

    outfile = open(filename, 'w')
    # u: time level n+1, u_1: time level n
    t = 0
    u_1 = I
    outfile.write('%.16E  %.16E\n' % (t, u_1))
    for n in range(1, Nt+1):
        u = (1 - (1-theta)*a*dt)/(1 + theta*dt*a)*u_1
        u_1 = u
        t += dt
        outfile.write('%.16E  %.16E\n' % (t, u))
    outfile.close()
    return u, t

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