We present results from direct numerical simulations (DNS) of cylindrical particle-laden gravity currents. We consider the case of a full depth release with monodisperse particles at a dilute concentration where particle-particle interactions may be neglected. The disperse phase is treated as a continuum and a two-fluid formulation is adopted. We present results from two simulations at Reynolds numbers of 3450 and 10000. Our results are in good agreement with previously reported experiments and theoretical models. At early times in the simulations, we observe a set of rolled up vortices that advance at varying speeds. These Kelvin-Helmholtz (K-H) vortex tubes are generated at the surface and exhibit a counter-clockwise rotation. In addition to the K-H vortices, another set of clockwise rotating vortex tubes initiate at the bottom surface and play a major role in the near wall dynamics. These vortex structures have a strong influence on wall shear-stress and deposition pattern. Their relations are explored as well