The authors present an in-depth theoretical study of two nonlinear circuits capable of transient thermal energy harvesting at one temperature. The first circuit has a storage capacitor and diode connected in series. The second circuit has three storage capacitors, and two diodes arranged for full wave rectification. The authors solve both Ito¿Langevin and Fokker¿Planck equations for both circuits using a large parameter space including capacitance values and diode quality. Surprisingly, using diodes one can harvest thermal energy at a single temperature by charging capacitors. However, this is a transient phenomenon. In equilibrium, the capacitor charge is zero, and this solution alone satisfies the second law of thermodynamics. The authors found that higher quality diodes provide more stored charge and longer lifetimes. Harvesting thermal energy from the ambient environment using diode nonlinearity requires capacitors to be charged but then disconnected from the circuit before they have time to discharge.