To obtain comprehensive understanding and accurate prediction of thermal/residual stress, we have developed multi-scale models. In the grain-scale model using the crystal plasticity finite element method, the grain structure evolutions are implemented from phase field simulation to resolve the interactions of different grains. With the temperature profiles from meso-scale thermal-fluid flow model, both the thermal deformation during heating and redistribution of the plastic deformation during cooling are simulated. In the track-scale model, besides the temperature profiles, the realistic geometry including rough surfaces and internal voids is implemented from the meso-scale thermal-fluid flow model, to reproduce the thermal stress concentrations and explain the cracking phenomenon. The part-scale model incorporates the track-scale thermal stress results to ensure acceptable computation burden and good accuracy. Moreover, to reduce the computational cost, we develop a physically-informed data-driven prognostic model of temperature, with a training database of only ~40 high-fidelity simulation cases under different manufacturing parameters.