  A conservative scheme has been formulated and verified for gyrokinetic
particle simulations of electromagnetic waves and instabilities in magnetized
plasmas. An electron continuity equation derived from drift kinetic equation is
used to time advance electron density perturbation by using the perturbed
mechanical flow calculated from the parallel vector potential, and the parallel
vector potential is solved by using the perturbed canonical flow from the
perturbed distribution function. In gyrokinetic particle simulations using this
new scheme, shear Alfv\'en wave dispersion relation in shearless slab and
continuum damping in sheared cylinder have been recovered. The new scheme
overcomes the stringent requirement in conventional perturbative simulation
method that perpendicular grid size needs to be as small as electron
collisionless skin depth even for the long wavelength Alfv\'en waves. The new
scheme also avoids the problem in conventional method that an unphysically
large parallel electric field arises due to the inconsistency between
electrostatic potential calculated from the perturbed density and vector
potential calculated from the perturbed canonical flow. Finally, the
gyrokinetic particle simulations of the Alfv\'en waves in sheared cylinder have
superior numerical properties compared with the fluid simulations, which suffer
from numerical difficulties associated with singular mode structures.
