If that doesn't work, get him a rubber ducky [] and tell him to go talk to it if he's not willing to compromise on communication styles.
I had a lot of success with asking him if I could think about the problem and we could schedule a meeting in half an hour or so. He was much happier with that result because I had thought through the problem and was now able to give him the back and forth he needed. I was also much happier because I was no longer expected to come up with insight on problems I had no time to chew on.
When I am asking someone else to be the rubber duck I strive to highlight any assumptions I am making at each step of defining the problem. If I don't do this the other person will usually struggle to keep up.
You don't have to just accept doing your mutual conversation exactly as he likes it.
I've often had the pain of dealing with people who try to do it all in their head. Sure, one or two are good enough where it's not a problem. The rest of them? They keep getting confused and making mistakes. For things that are not very complex. If they had only written it out or drawn on paper/board, they would not get confused.
It's most obvious when I try explaining some code's algorithm to them. They'll begin with understanding, and then 70% of the way through they'll keep getting confused because they couldn't hold it all in their head.
I've often had to tell these people "Don't try to do it in your head!"