Given an ensemble with many members, each member having a different phase space vector corresponding to a different microstate, we need a way of describing how the phase space vectors of the members in the ensemble will be distributed in the phase space. That is, if we choose to observe one particular member in the ensemble, what is the probability that its phase space vector will be in a small volume around a point in the phase space at time t. This probability will be denoted
where is known as the phase space probability density or phase space distribution function. It's properties are as follows:
Liouville's Theorem: The total number of systems in the ensemble is a constant. What restrictions does this place on ? For a given volume in phase space, this condition requires that the rate of decrease of the number of systems from this region is equal to the flux of systems into the volume. Let be the unit normal vector to the surface of this region.
The flux through the small surface area element, dS is just . Then the total flux out of volume is obtained by integrating this over the entire surface that encloses :
which follows from the divergence theorem. is the 6N dimensional gradient on the phase space
On the other hand, the rate of decrease in the number of systems out of the volume is
Equating these two quantities gives
But this result must hold for any arbitrary choice of the volume , which we may also allow to shrink to 0 so that the result holds locally, and we obtain the local result:
This equation resembles an equation for a ``hydrodynamic'' flow in the phase space, with playing the role of a density. The quantity , being the divergence of a velocity field, is known as the phase space compressibility, and it does not, for a general dynamical system, vanish. Let us see what the phase space compressibility for a Hamiltonian system is:
However, by Hamilton's equations:
Thus, the compressibility is given by
Thus, Hamiltonian systems are incompressible in the phase space, and the equation for becomes
which is Liouville's equation, and it implies that is a conserved quantity when is identified as the phase space vector of a particular Hamiltonian system. That is, will be conserved along a particular trajectory of a Hamiltonian system. However, if we view is a fixed spatial label in the phase space, then the Liouville equation specifies how a phase space distribution function evolves in time from an initial distribution .