To generalise the backpropagation method to both discrete-time and continuous-time hyperbolic chaos, we introduce the adjoint shadowing operator
S
acting on covector fields. We show that
S
can be equivalently defined as:
S
is the adjoint of the linear shadowing operator S;
S
is given by a ‘split then propagate’ expansion formula;
S
(
ω
)
is the only bounded inhomogeneous adjoint solution of ω.
By (a),
S
adjointly expresses the shadowing contribution, a significant part of the linear response, where the linear response is the derivative of the long-time statistics with respect to system parameters. By (b),
S
also expresses the other part of the linear response, the unstable contribution. By (c),
S
can be efficiently computed by the nonintrusive shadowing algorithm in Ni and Talnikar (2019 J. Comput. Phys.
395 690–709), which is similar to the conventional backpropagation algorithm. For continuous-time cases, we additionally show that the linear response admits a well-defined decomposition into shadowing and unstable contributions.