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

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Usage of memory-saving code

def explore(I, a, T, dt, theta=0.5, makeplot=True):
    filename = 'u.dat'
    u, t = solver_memsave(I, a, T, dt, theta, filename)

    t, u = read_file(filename)
    u_e = exact_solution(t, I, a)
    e = u_e - u
    E = np.sqrt(dt*np.sum(e**2))
    if makeplot:
        plt.figure()
        ...

Complete program: decay_memsave.py.

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