  We introduce the idea of {\it collisional models} for Brownian particles, in
which a particle is sequentially placed in contact with distinct thermal
environments and external forces. Thermodynamic properties are exactly
obtained, irrespective the number of reservoirs involved. In the presence of
external forces, entropy production presents a bilinear form in which Onsager
coefficients are exactly calculated. Analysis of Brownian engines based on
sequential thermal switchings is proposed and considerations about their
efficiencies are investigated taking into account distinct external forces
protocols. Our results shed light to a new (and alternative) route for
obtaining efficient thermal engines based on finite times Brownian machines.
