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Modern computational methods combined with sound scientific knowledge permit building models providing accurate physical descriptions of complex phenomena. The resulting descriptions are useful not only in pure scientific research but also in applied fields like engineering, biology, meteorology and others.§§This book introduces the results of a Cambridge University research project in which several modelling techniques were applied to a real-life engineering problem, the description of the complete manufacturing process of a critical component for the automotive industry. The obtained model could then be used to better understand the governing parameters of the process and as a tool for its optimisation. Heat transfer physics, thermodynamics, kinetics of phase transformation, advanced statistical methods like neural networks and others were all used. §§This book is aimed at anyone with a scientific or engineering background with an interest in applied modelling techniques. The general methodology can be applied to various subjects, not only engineering, and each of the chapters is sufficient self-contained to be used as a case study at undergraduate or postgraduate level.