The Liouville equation is the most important equation of Statistical Mechanics.
It describes the evolution of the probability distribution, ρ(Γ,t), for a given
microscopic system in the 6N-dim phase space, where N is the number of particles.
Informal derivation
We write down the total derivative with respect to time of the probability distribution, ρ(Γ,t).
(See Liouville's theorem (Hamiltonian) for further discussion of this step.)
Then we replace the velocities
and forces
by the Hamiltonian equations where H is the Hamiltonian of the system and we arrive at
where we have introduced the Liouvillian of the system
Another way to write down the Liouville Equation is
where the curly braces denote a Poisson bracket.
Interpretation
The Liouville Equation is a continuity equation for the probability distribution, ρ(Γ,t).
In other words no probability is created or destroyed, our degree of belief is conserved.
See also: Liouville's theorem (Hamiltonian), Liouville equation (differential geometry) , Sturm-Liouville equation.