Precursors for forming a plurality of multielement materials of different compositions can be deposited on different portions of a common substrate according to a combinatorial approach. The substrate can be subjected to a thermal shock, thereby converting the deposited precursors into separate multielement materials on the substrate. The thermal shock can be a temperature greater than or equal to 500° C. and a duration less than 60 seconds. In some embodiments, each multielement material can be tested with respect to an electrical property, a chemical property, or an optical property. Based on the results of the testing, a composition of a multielement material can be determined for use in a predetermined application, such as use as a catalyst, a plasmonic nanoparticle, an energy storage device, an optoelectronic device, a solid-state electrolyte, or an ion conductive membrane.