A method of pressurizing a closed-cycle engine includes performing a non-steady state operation in which a working fluid flows to or from a pressurized tank: i) to or from a plurality of sumps defined by respective ones of a plurality of cylinder-piston assemblies of the closed-cycle engine; or ii) to or from one or more air bearings associated with each one of the plurality of the cylinder-piston assemblies; or iii) both and performing, before and/or after performing the non-steady state operation, a steady-state operation in which the working fluid flows through the plurality of sumps and the one or more air bearings along a steady-state loop that is fluidly decoupled from the pressurized tank.