The engine for converting thermal energy to stored fluid energy includes expansion cylinders (61a f) with expansion chambers (62a f) and flexible membranes (63a f). Heating and cooling of working fluid inside the cylinders (61a f) is carried out by fluid supply lines (73, 71) communicating with external heat resources and sinks. Pressure accumulator (66a) is adapted to store a pressurised fluid (64a f), such as hydraulic oil, from the individual cylinders (61a f). In use, this pressurised fluid is delivered at an elevated and above a minimum threshold pressure level, irrespective of the irregularities of the movement of the expansion cylinders (61a f).