Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods

This study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky's procedure; however, the proposed approach allows for overlapped internal computations and, therefore, represents a generalization of the classical numerical schemes for solving differential equations with global error estimation. The resulting algorithms can be effectively represented as general linear methods. Several explicit self-starting schemes akin to Runge-Kutta methods with global error estimation are introduced, and the theoretical considerations are illustrated in several examples.