The art of model development and testing

Mathematical and computer simulation modeling are often computationally demanding procedures, so much so that even certain parts of these procedures, such as parameter estimation, exceed the capacities and speed of the best modern computer facilities. A good deal of effort has therefore been dedicated to speeding up and making more efficient programs such as those that are meant to find a global minimum of a parameter space. Our experience, however, is that such well-explored technical procedures in fact represent some of the shortest components of the total set of procedures by which models are developed. In this article we discuss what elements take up the lion’s share of development time and speculate on what lessons can be drawn concerning the role of high-performance computing in such enterprises.