How did they make the sand storm chase in Mission: Impossible - Ghost Protocol

To show approaching sandstorm, they used a Plume GPU-accelerated Simulation Rendering application (I am not sure about the link, but Google returned this one).

From this interview with John Knoll, the VFX Supervisor

BD: What about the approaching sandstorm?

JK: That was done in the Singapore office using our Plume GPU-accelerated simulation rendering application, which is a fantastic tool. It lets you iterate quickly and then generates spectacularly good results. Plume has dramatically changed how we do those fire and dusty things.

To film chase scene in sandstorm, they used real dust for this. However, during run chase, they kept high density of dust and during drive chase scene, they kept low density to keep it safe to drive.

BD: And what about during the actual chase in the sandstorm?

JK: Once we are inside the sandstorm, most of the work is evening out the density of dust. They did try and have as much practical in-camera as possible, but there are times when you see blue sky on top of it and some grip equipment in the background, so we're augmenting dust to hide that sort of thing and make it appear to be a consistent level. And then about half-way through, it switches to a car chase, where Brad really loved the idea of the contradiction of a car chase in dense sandstorm where it's too dangerous to drive fast. And you think about the logistics of shooting that. Again, they tried to get as much practical dust, but it's a little too dangerous to do a huge amount for the same reason it would be in reality. So there was lighter dust for the driving scenes and so we had a little more augmentation of the dust level for that last half of the scene. They used ground paper pulp. We also used a lot of dust elements in our stock library of blowing dust. And in some cases it's just noise patterns in the comp. If you think about it, once you have really dense dust, it's everything converging on a flat color and you just want to be able to see a little bit of movement. It's actually low-contrast and you can get away with a lot.

It's mostly CGI enhancing some practical effects.

John Knoll, ILM's senior visual effect supervisor explained...

What about the approaching sandstorm?

JK: That was done in the Singapore office using our Plume GPU-accelerated simulation rendering application, which is a fantastic tool. It lets you iterate quickly and then generates spectacularly good results. Plume has dramatically changed how we do those fire and dusty things.

And what about during the actual chase in the sandstorm?

JK: Once we are inside the sandstorm, most of the work is evening out the density of dust. They did try and have as much practical in-camera as possible, but there are times when you see blue sky on top of it and some grip equipment in the background, so we're augmenting dust to hide that sort of thing and make it appear to be a consistent level. And then about half-way through, it switches to a car chase, where Brad really loved the idea of the contradiction of a car chase in dense sandstorm where it's too dangerous to drive fast. And you think about the logistics of shooting that. Again, they tried to get as much practical dust, but it's a little too dangerous to do a huge amount for the same reason it would be in reality. So there was lighter dust for the driving scenes and so we had a little more augmentation of the dust level for that last half of the scene. They used ground paper pulp. We also used a lot of dust elements in our stock library of blowing dust. And in some cases it's just noise patterns in the comp. If you think about it, once you have really dense dust, it's everything converging on a flat color and you just want to be able to see a little bit of movement. It's actually low-contrast and you can get away with a lot.

^Source