How do you create wall assemblies in OpenStudio for a large building?

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It depends upon how much time you want to spend sketching individual surfaces with different wall assemblies, since this is more time-consuming than creating the individual wall assembly objects. Another thing to think about is simulation time, since adding more surfaces will increase the number of heat transfer calculations performed at each timestep. If there's lots of variety in wall assemblies, I would suggest to make a uniform wall assembly that is the area-weighted average of all assemblies:

$U_{avereage} = (U_1 A_1 + U_2 A_2 + ... )/A_{total}$

If you're not trying to model daylight harvesting accurately, you can make sketching easier by lumping windows together as long as the total area and U-value is correct.

Someone has asked a question about material properties HERE.