Ares (Mars) from Greek Mythology. These satellites are quite unique in their nature. They are actually escaped asteroids which are bound under the gravity of Mars. The picture on the left is Phobos and the one below is Deimos.
Asteroids are tiny pieces of rocks which are found in between the orbit of Mars and Jupiter which orbits the Sun. The picture below shows the Asteroid belt. Phobos and Deimos escaped from their orbit and they were captured by the strong gravitational force of Mars. Thus Phobos and Deimos were forced to orbit around the Mars.
Phobos has a unique property. It moves very close of the planet; it moves approximately at a distance of 9380 km away from Mars. Phobos also orbits at a very high velocity such that the time taken for Phobos to make one revolution around Mars is quicker than the time taken for Mars to make one rotation around its axis. Due to this Phobos appears to rise in the west and set in the east unlike any other satellites in our solar system. Also due to the high velocity Phobos rises and sets twice in one Mars day (which is also aprrox. 24 hrs.) This makes Phobos a unique satellite in our solar system.
The above picture shows the orbital motion of the two satellites of Mars.