An exhaust system configured for converting thermal energy to mechanical energy includes a source of thermal energy provided by a temperature difference between an exhaust gas having a first temperature and a heat sink having a second temperature that is lower than the first temperature. The exhaust system also includes a conduit configured for conveying the exhaust gas, a heat engine disposed in thermal relationship with the conduit and configured for converting thermal energy to mechanical energy, and a member disposed in contact with the conduit and configured for conducting thermal energy from the conduit to the heat engine. The heat engine includes a first 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 exhaust gas and the heat sink.