How life emerged is one of the major questions that remains to be answered. Apart from being of interest for completeness of biology, it is also a very interesting study case from the vantage point of physics. Living organisms are inherently non-equilibrium systems. Since non-equilibrium thermodynamics is still a developing field, the emergence of life is a highly interesting study case. Here we present the progress we have made during the last few years, employing experimental biophysics to capture the mechanisms that could eventually lead to the emergence of life. We show how a simple non-equilibrium system, a thermal gradient, gives rise to a range of relevant phenomena, in particular, polymerization, elongation, and replication of DNA molecules as well as demixing of mixed DNA sequences into sequence-pure hydrogels. 1 Introduction 2 Thermophoresis, the Biased Movement of Molecules in Thermal Gradients 3 The Dynamical Behavior of Accumulated Molecules 4 Overcoming Spiegelman’s Monster 5 Sequence Purification and Oscillations by a Gel-Phase Transition in Thermal Gradients 6 Loose Ends 7 Discussion and Conclusion [ABSTRACT FROM AUTHOR]