The process of gas turbine development requires different mathematical models. In particular, physics-based nonlinear dynamic models are widely used in the development of control and diagnostic systems. The present chapter firstly reviews known works on nonlinear dynamic engine modeling centering on model applications and developments. As an important development, modeling of heating up engine components is considered. This phenomenon consists in a radial clearance change during transients that influences engine static and dynamic performances. This clearance change is usually computed by a finite element method that is critical to computer resources. The chapter secondly presents a new and more rapid simulation methodology to integrate two dynamic processes, a general engine transient and a clearance change. This allows creating a more accurate and relatively fast engine dynamic model that is easy to use in the design of control and diagnostic systems. Finally, the chapter introduces further methodology enhancement consisting in the consideration of the influence of varying metal temperature on the strains induced by mechanical loads. To validate methodology, it is applied to a particular turbofan engine, and the simulated and real engine dynamic performances are compared.