Close by, these waves are felt as alarming ground shaking. Further away they are barely perceptible but can be measured by sensitive seimsographs. Convection occurs when a hot fluid is heated from below or cooled from above. In a Lava Lamp, the light bulb in the base heats up oil at the bottom of the glass tube. This oil expands very slightly as it warms up and becomes just light enough to float to the top of the tube where it cools slightly, gets heavier again and sinks.
Convection is ubiquitous.
It occurs in stars, in giant gassy planets, in the Earth, in the atmosphere, in the ocean, in a room with a heater. Convection in the mantles of other planets is probably provided they have sufficient heat energy within them. Smaller planets will lose their heat relatively early, so the Moon is probably quite dead in this respect. The continents are made of lighter rocks produced by melting mantle and then melting the leftovers. They are so light that, even when cold, they are too light to be sucked back into the mantle.