Consider a gas with ideal equation of state $P = n k_{\rm B} T$, in a fixed rectangular container with two opposite walls maintained at different temperatures, under conditions where there are no convection cells and a steady state has been achieved. This is a setup one might use to measure thermal conductivity, for example.
Is there a pressure gradient in such a gas?
Before you answer "no" (which is the answer I have seen in various sources, including answers on this site), consider the following. The argument for no pressure gradient is that if there were then any given layer of gas would have different pressures on either side and so would be subject to a net force so would accelerate so the conditions can't be stationary. This condition is $$ P = \mbox{const} \Rightarrow n T = \mbox{const} $$ where by const here we mean independent of position as well as time. However, the flux of particles from one layer to another is proportional to $$ n \bar{v} \propto n \sqrt{T} $$ where $\bar{v}$ is the mean speed which is proportional to the local $\sqrt{T}$, so in order to reduce this flux to zero we will require $$ n \sqrt{T} = \mbox{const}. $$ (This is like the argument for equalization of effusion between two chambers separated by a wall with a small hole.)
I think that in steady state, for the chamber as described, there cannot be a net flux of particles, because particles cannot penetrate the walls, but there can be a pressure gradient because the walls can sustain one. I therefore did a more thorough calculation via kinetic theory with a position-dependent Maxwell-Boltzmann distribution and I got an answer intermediate between the above two answers, namely $$ n T^\nu = \mbox{const} $$ where the exponent $\nu$ is approximately $0.72$.
If this is correct then what is wrong with the seemingly incontrovertible argument for uniform pressure? Conversely, if the pressure is uniform then what is wrong with my argument about diffusive particle flux?
Added note: for clarity, you can assume the temperature gradient is in a vertical direction if you like, but really I want the case where gravity is entirely negligible. Maybe I should not have mentioned convection, but I wished to make it clear that there is no streaming flow anywhere in the gas in the situation under discussion (this does not rule out diffusion).