Traditionally, phase transitions are defined in the thermodynamic limit only. We propose a new formulation of equilibrium thermo-dynamics that is based entirely on mechanics and reflects just the geometry and topology of the N-body phase-space as function of the conserved quantities, energy, particle number and others. This allows to define thermo-statistics without the use of the thermodynamic limit, to apply it to "Small" systems as well and to define phase transitions unambiguously also there. "Small" systems are systems where the linear dimension is of the characteristic range of the interaction between the particles. Also astrophysical systems are "Small" in this sense. Boltzmann defines the entropy as the logarithm of the area W (E, N) = e S(E,N ) of the surface in the mechanical N-body phase space at total energy E. The topology of S(E, N) or more precisely, of the curvature determinant D(E, N) = ∂ 2 S/∂E 2 * ∂ 2 S/∂N 2 − (∂ 2 S/∂E∂N) 2 allows the classification of phase transitions without taking the thermodynamic limit. The topology gives further a simple and transparent definition of the order parameter. Attention: Boltzmann's entropy S(E) as defined here is different from the information entropy c.f. [1] and can even be non-extensive and convex.