The task of modeling, i.e., of creating a set of equations that can be used to predict the behavior of a physical object, is a key step in engineering analysis. This paper describes a computer system, MSG, for generating mathematical models to analyze physical systems involving heat transfer behavior. MSG is motivated by the need for modeling in an automated design process. The models are sets of equations which may include algebraic equations, ordinary differential equations and partial differential equations. MSG uses the strong domain theory to guide model construction in three sequential tasks: identify regions of interests on an object, determine relevant heat transfer and energy storage processes, and transform these processes into equations. The decisions in these tasks are guided by estimates of variation in temperature and material property, and the relative strengths of heat transfer processes.