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A multiphase fluid dynamic model is used to explore the effects of entrainment of granular debris into sustained volcanic jets such as those which produce sub-Plinian to Plinian eruption columns. The debris may be sourced from processes such as avalanches from crater walls or from recycling of previously erupted material. The results indicate that debris is not immediately, homogeneously mixed into a jet but instead forms a dense sheath that is dragged upward around the jet margin. While very small volumes of debris relative to the eruptive discharge rate mix progressively into the jet with increasing altitude, the dense sheath can inhibit entrainment of air into the lower portions of the jet, which may explain signs of column instability such as increased stratification in fallout deposits where lithic content increases. As debris volume increases, the dense sheath can collapse from a range of elevations to feed pyroclastic currents. The presence of the sheath of entrained debris contradicts some assumptions such as the top-hat profile for density and velocity that is commonly used in 1-D models. Transitions from fallout-producing buoyant column to collapsing behavior can be related to debris entrainment without any changes in primary eruption parameters such as vent size, exit velocity, or gas content. Boiling-over behavior can also be caused by debris entrainment, including recycling of previously erupted material such as might occur in a crater with restricted outlet. When entrained debris is relatively fine-grained such that it can couple well with the erupting mixture, complex, highly transient overpressured jet processes can occur due to the pinching effect of debris flowing into the base of the jet. Increasingly coarse debris causes collimation of the jet within the sheath of entrained material. The results suggest that accounting for the effects of debris entrainment is likely important for theoretical assessment of many natural eruption sequences and for assessment of hazard scenarios for potential sub-Plinian to Plinian activity.