This article [http://www.birdfellow.com/journal/2012/04/03/flight_styles_thermalling](http://www.birdfellow.com/journal/2012/04/03/flight_styles_thermalling) seems to explain it really well, and has even an illustration on how that works.
Hot air is less dense than cold air, and rises. This is the same principle of hot air balloons.
When the ground is heated, it forms like a upward whirlwind, from the hot air going up and cool air going down.
Vultures and other birds may use this upward wind to stay “afloat” in the air without effort.
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