Heat can be induced in a particle, by the use of an eletro-magnetic field. The electro-magnetic field is used to vibrate the particle, causing it to gain energy and heat up. This is how a microwave oven works.

http://www.zyra.org.uk/microw.htm

Classical transfer of thermal energy occurs only through
conduction, convection, radiation
or any combination of these. Heat transfer associated with carriage of the heat of phase change by a substance (such as steam which carries the heat of boiling) can be fundamentally treated as a variation of convection heat transfer. In each case, the driving force for heat transfer is a difference of temperature.

http://en.wikipedia.org/wiki/Heat_transfer

In a monatomic ideal gas, the thermal energy is exactly given by the kinetic energy of the constituent particles. Thermal energy per particle is also called the average translational kinetic energy possessed by free particles given by equipartition of energy.