This thesis presents a comprehensive study of submicron gas transport induced by temperature inhomogeneity over the entire flow regime. For slip regime heat conduction, a new jump model with better performance is proposed after a brief review of the various extant slip models. For the free-molecule situation, an analytical approach is applied for the steady-state heat transfer inside fully diffuse enclosures. Then Pirani sensor is modeled as application. The impacts of the finite size of the heated beam as well as the gap between the beam and substrate on the heat transfer are investigated to examine the appropriateness of the common assumptions employed in the modeling. Direct simulation Monte Carlo (DSMC) method is employed to investigate the transition regime cases and to provide benchmark solutions for other modeling approaches. Apart from the heat transfer, Knudsen forces as unbalanced mechanical effects induced by thermal inhomogeneity in nonequilibrium conditions, as well as thermally driven flows are captured as a function of Knudsen numbers using DSMC method. Both Knudsen forces and flow strengths peak in the transition regime. The origins of thermally driven flows and mechanisms of Knudsen forces are probed and the crucial dependence of Knudsen forces on thermal setup and geometrical configuration is justified. This study may help to enhance the performance of existing MEMS devices and give insight into novel applications of microscale sensors, actuators and resonators.