In this article in the framework of new micromechanical theory of non-linear deformation of shape memory alloys (SMA) have been solved the problem about the direct martensite transformation in the beam from SMA under an action of constant stress and cooled through its ends. The problems about inverse transformation in the same beam with heating due to electrical current have been solved as well. The evaluations of the temperature, phase state and displacement of the free end of the beam have been investigated.