Question

if non renewable sources such as petrol&diesel,get depleted over a period of time,how to run heat engines.

Answer 1

That is the reason why there is lot of research to find new and more efficient ways to use the renewable resources like solar, wind.
As for heat engines don't forget that not only non renewable sources can generate heat, any type of energy can be converted into another, and in most of the energy conversions energy is lost as heat energy.