I have a simple python code as follows:

import numpy as np
import matplotlib.pyplot as plt

"""
Here are the solutions and the plot.
"""

# Create the axis and plot.
plt.axis([0, 10, 0, 10])
axis_x = range(1, 11)
grd = [1.1, 2.1, 3.1, 4.1, 5.1, 6.1, 7.1, 8.1, 9.1, 10.1]
grd2 = [1.2, 2.2, 3.2, 4.2, 5.2, 6.2, 7.2, 8.2, 9.2, 10.2]
plt.plot(axis_x, grd, '-g', label='BR1')
plt.plot(axis_x, grd2, '-b', label='BR2')
plt.legend(loc='upper left')
plt.grid()
plt.show()

# Save the results vector to a text file.
np.savetxt('test.out', (grd, grd2))

# Save the figure as '.eps' file.
plt.savefig('expl.pdf', format='pdf', dpi=1200)

When I open the output files expl.pdf and/or test.out I find them blank and nothing in there. Why?

Thanks.

When you close the image displayed by plt.show(), the image is closed and freed from memory.

You should call savefig and savetxt before calling show.