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:
But
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 
.
