A heat engine system configured for converting thermal energy to mechanical energy includes a source of thermal energy provided by a temperature difference between a heat source having a first temperature and a heat sink having a second temperature that is lower than the first temperature. The heat engine is configured for converting thermal energy to mechanical energy and includes an element formed from a first shape memory alloy having a crystallographic phase changeable between austenite and martensite at a first transformation temperature in response to the temperature difference between the heat source and the heat sink. The heat engine system also includes a start-up mechanism configured for inducing initial movement of the element in a desired operational direction to thereby start the heat engine.