We provide a formal definition for a class of algorithms known as "particle methods". Particle methods are used in scientific computing. They include popular simulation methods, such as Discrete Element Methods (DEM), Molecular Dynamics (MD), Particle Strength Exchange (PSE), and Smoothed Particle Hydrodynamics (SPH), but also particle-based image processing methods, point-based computer graphics, and computational optimization algorithms using point samples. All of these rest on a common concept, which we here formally define. The presented definition of particle methods makes it possible to distinguish what formally constitutes a particle method, and what not. It also enables us to define different sub-classes of particle methods that differ with respect to their computational complexity and power. Our definition is purely formal, independent of any application. After stating the definition, we therefore illustrate how several well-known particle methods can be formalized in our framework, and we show how the formal definition can be used to formulate novel particle methods for non-canonical problems.