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The final scene consists of the following elements:

1. A shelled Poly Plane used as the smoke source geometry. An animated Noise modifier is applied to the plane to break-up the emission and produce interesting swirls.
2. A Phoenix FD Fire/Smoke Source with the Poly Plane in its Emitter Nodes list. A Radial Gradient texture is used as an Outgoing Velocity mask to produce smoother emission at the edges of the poly plane.
3. A Phoenix FD Fire/Smoke Simulator generated by the Large Scale Smoke preset with some tweaks in the Grid, Dynamics and Rendering roll-outs.
4. A 3ds Max Vortex force responsible for creating the funnel. The position of the vortex force is animated which gives the dust devil a more chaotic, realistic appearance.
5. A Phoenix FD Turbulence force to break-up the smoke even further. As the purpose of the turbulence is to create large-scale motion, its Size parameter is set to a rather high value.
6. A V-Ray Sun Light for direct lighting
7. A V-Ray Dome Light for ambient lighting
8. A V-Ray Physical camera with minor tweaks for final rendering

Set the Time Configuration → Animation Length to 200 so that the Timeslider goes from 0 to 200.

If you need any geometry animation that should interact with the simulation, prepare the animation at this step. After we're done with the basic simulation, we will rescale the timeline to slow down any animation present in the scene and we will use the Resimulation option to slow down the smoke simulation as well.

Apply a Shell modifier to the plane and leave the Outer Amount at its default value of 1.

Select the shelled Plane and left-click the Large Scale Smoke preset icon.

This will generate an entire setup for you consisting of a Phoenix FD Fire/Smoke Simulator and a Phoenix FD Fire/Smoke Source. The preset will automatically link the Plane to the Phoenix FD Source, adding it into the Source's Emitter Nodes list.

Here's how the simulation looks so far. There are a few things to address:

1. The smoke is going straight up instead of twisting the way a dust devil would. We resolve this first by adding a 3ds Max Vortex force and tweaking its settings.
2. The smoke emission is too symmetric and produces a mushroom - we resolve this by modulating the emission with a Gradient texture
3. The entire poly plane is emitting smoke instead of only the top faces - this can be resolved by assigning the top faces a unique Polygon ID and specifying that in the Phoenix FD Source.

Create a Space Warps → Forces → Vortex force. Phoenix FD will automatically recongise and use it during the simulation unless you choose to put it in the Simulator → Scene Interaction → Exclude List.

Set the Axial Drop and Orbital Speed parameters to 5.
Set the Radial Pull to 1.5.

To produce a funnel shape that doesn't either spin outwards uncontrollably or collapse in on itself, you need to find a balance between the Radial Pull and the Orbital Speed. The provided values work for this example but if you are using a different setup, you may need to tweak the parameters until you get the desired shape.

Set the Time Off to 200, or however many frames your simulation length is.

Set the Taper Length parameter to 0 - this parameter can be useful for controlling the height of the vortex but it tends to be easier to only use the options in the Capture and Motion section.

Make sure to rotate the Vortex force gizmo 180 degrees in Y such that the arrow is pointing up in the +Z direction.

Here's how the simulation looks now:

The smoke is still too dense and produces a mushroom at the top.

We address this next by tweaking the Phoenix FD Source and the emission geometry.

Let's first limit the emission to the top faces of the shelled poly plane.

There are 3 ways to go about this - using a Discharge Modifier on the Phoenix FD Source, using emission from Vertex Color in the Source, or setting a unique polygon ID for the faces of the geometry to emit from and feeding it to the Source.

We will use the Polygon ID technique for convenience. You can find more information on Discharge Modifiers in the Discharge Modifiers Documentation.

Select the Shelled Poly Plane and add an Edit Poly modifier. Go into face selection mode and select the top faces of the geometry.

Use the Set ID field to give them an ID of 2.

You may also choose to only do this for a portion of the top faces instead - check the screenshot to the right.

Select the Phoenix FD Simulator and open the Grid roll-out.

Set the Boundary Conditions: Z to Jammed(-). This will cause the bottom wall of the simulator to act as a solid obstacle, allowing us to use it as the ground.

Set the Cell Size to 8 to increase the resolution of the grid.

Set the X / Y / Z size to 80 / 80 / 20.

The Adaptive Grid option should be set to Smoke by the Large Scale Smoke Preset. The Adaptive Grid allows the container to resize on-demand as the simulation progresses, saving you a lot of time. Instead of calculating a giant grid from the start, a specific channel is tracked (Smoke in this case) and the grid is automatically resized around it.

Enable Maximum Expansion and set the X / Y / Z dimensions according to your needs. Because the Z axis is Jammed in the negative Z direction, the Z(-) field is left at 0. 

Set the Extra Margin to 10 - this option allows the adaptation to keep a number of voxels close to the walls as a buffer zone and expand the grid earlier than usual. This can be especially useful when simulating fast-moving objects or explosions as it allows the simulator to expand before any clipping occurs. 

Here's how the simulation looks with those tweaks:

The motion of the funnel is interesting enough, and it seems to be forming properly.

However, the simulation feels static. In real life, a dust devil forms spontaneously and chaotically moves all over the place. Our funnel, on the other hand, is simply sitting there and rotating.

In the next step, we will make the simulation more dynamics by animating the position of the Vortex field, and adding a Noise modifier to the emission poly plane geometry.

Select the Vortex force and animate its position such that it moves in the XY plane inside the simulator.

Here are the exact keyframes in case you'd like your setup to be identical to this tutorial:

Frame 0:

X: -240
Y: 230
Z: -20

Frame 70:

X: 3
Y: -70
Z: -20

Frame 130:

X: 40
Y: 10
Z: -20

Frame 200:

X: -310
Y: -370
Z: -20

Here's how the vortex looks with those changes:

The motion of the smoke is now much more interesting.

The only thing left to address is the lack of random swirls you usually see in real-life dust devils.

We will try to recreate those with a large-scale Phoenix FD Turbulence.

Create a Helpers → Phoenix FD → PHXTurbulence.

Set Strength to 250, Size to 900 and Fractal Depth to 5.

The Strength is self-explanatory - the higher the strength, the stronger the effect of the turbulence force on the simulation.

The Size is increased to 900 to get large-scale swirls. You can compare this to the Simulator size in the Grid roll-out. The Fractal Depth works like a layering option. A fractal depth of one will give you a single noise layer. A fractal depth of two will give you 2 layers - the first with a Strength of 250 and Size of 900, and a second one multiplied on top with half the Strength and Size of the previous. In other words, the higher the Fractal Depth is, the more layers there are in the noise, and the more detail there is.

You may preview the Turbulence by including it in the Preview → Forces Preview Set. Don't forget to disable the GPU Preview because it overrides the Voxel Preview and the Forces won't show up in the Viewport.

Open the Phoenix FD Simulator → Rendering roll-out and click the Volumetric Options button. The Volumetric Options contain the shading parameters for rendering fire and smoke. You can think of that window as the Phoenix FD Volumetric Shader.

The Fire roll-out → Based On parameter is set to Disabled.

Suppose you want to slow the simulation down twice.

To achieve that, you need to take care of two things:

1. You need to slow down the motion of the objects in your scene
2. You need to slow down the Phoenix FD simulation by reducing the Play Speed from the Input rollout of the Simulator.

To slow down the animation of your scene objects, open the Time Configuration window, click the Re-scale Time button and set the Length to 400 (assuming you are working with the provided scene file which has a total animation length of 200).

The total duration of the animation will now be doubled.

For the final image, a few adjustments have been made to get a prettier render.

The V-Ray Sky texture is disabled from the Environment and Effects window (hit 8 to open it) → Background → Use Map.

The Sun Filter Color is set to White, and the Color Mode to Override. Instead of relying on the Sun's color to give a sand-like appearance to the Smoke, the Smoke Color parameter is tweaked instead.

A Dome Light with default White color and Intensity of 0.2 is used to illuminate the areas of the smoke which are in shadow.

Finally, the Vortex Force was tweaked to make the smoke disperse more. The Axial Drop and Orbital Speed are set to 6, and Radial Pull to 1.5.