We report on the behavior of small particles of dilute concentration in time-dependent ͑oscillatory͒ thermocapillary flow in cylindrical liquid bridges. The particles accumulate in a dynamic string for certain aspect ratios of the liquid bridge and at, typically, two times the critical Marangoni number for the onset of time dependence. This was observed for particles with a density larger and smaller than that of the fluid and for the isodense case. If looked at in a snapshot, this string would be wound m times around the thermocapillary vortex as a deformed spiral. If one looked at the full dynamics, it would be seen that the spiral string is rotating around its ring-shaped axis. The phenomenon is called a dynamical particle accumulation structure ͑dynamical PAS͒. The mode m is the mode number of the oscillatory flow field with m wavetrains of the hydrothermal wave ͑HTW͒ traveling in the azimuthal direction. We visualize and describe the different modes m in detail. We give direct experimental evidence for the gathering of liquid with particles during the cold phases of the HTW and the injection of liquid with particles into the return flow in azimuthally traveling "cold spots." We varied the particle diameter at constant density and the ratio of the particle density to fluid density at constant particle diameter to measure the time of the formation of PAS and discuss and explain the experimental results in comparison with possible mechanisms underlying the formation process. We describe the results of an experiment under microgravity to exclude gravity as a PAS-forming mechanism. We conclude by describing a possible mechanism that could account for the observed particle accumulation in certain regions of the flow. This mechanism involves the observed gathering and injection of liquid during the cold phases of the HTW and the particle enrichment of the injected fluid due to particle migration in sheared flow. PAS occurs at a resonance between the azimuthally traveling wave and the "turnover time" of the PAS-string in the thermocapillary vortex.