We present numerical simulations of a new system of micro-pump based on the thermal creep effect described by the kinetic theory of gases. This device is made of a simple smooth and curved channel with a periodic temperature distribution. Using the Boltzmann-BGK model as the governing equation for the gas flow, we develop a numerical method based on a deterministic finite volume scheme, implicit in time, with an implicit treatment of the boundary conditions. This method is comparatively less sensitive to the slow flow velocity than the usual Direct Simulation Monte Carlo method in case of long devices, and turns out to be accurate enough to compute macroscopic quantities like the pressure field in the channel. Our simulations show the ability of the device to produce a one-way flow that has a pumping effect.