Particle methods play an important role in the study of a wide variety of astrophysical fluid dynamics problems. The different methods currently in use are all variants of the so-called Smoothed Particle Hydrodynamics (SPH) scheme introduced by Lucy and Gingold & Monaghan more than twenty years ago. This paper presents a complete introduction to SPH in its modern form, and discusses some of the main numerical properties of the scheme. In particular, the convergence properties of SPH are studied, as a function of the number of particles N and the number of interacting neighbors N_n, using a simple analysis based on sound waves. It is shown that consistency of SPH (i.e., convergence towards a physical solution) requires both N -> infinity and N_n -> infinity, with the smoothing length h -> 0, i.e., N_n/N -> 0.

13 pages, to appear in proceedings of the 5th International Conference on Computational Physics (ICCP5), held in Kanazawa, Japan, Oct 11-13, 1999 (special issue of Progress of Theoretical Physics)