Preheating

I am currently a student and I was asked this question but don't quite understand and I was wondering if anyone can explain it to me some. Any help will be very helpful. The questions is:
Why do you pre-heat larger pieces of steel at a higher temperature than that of smaller?
The only conclusion that I have come up with, which I am not sure if it correct, which is to help to prevent martensite getting into the steel.
Any direction to help me figure this out will be great.

Are you talking about preheating during welding or preheating prior to heat treatment?
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I am looking at preheating before welding.

Depending upon the alloy, one reason is this:
If the part is thin, it will most likely cool rapidly after welding and preheating (or increasing the preheat temperature) will not be effective. A post-weld heat treatment may be necessary. A thick part will retain the heat longer and preheating will help prevent martensite formation in the heat affected zone.
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Here is a start
http://www.twi.co.uk/j32k/protected/band_3/jk46.html
There are several reasons.

Chopster wrote:
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Smaller cools off much quicker. Bigger temperature gradients.
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Yep. You don't want the steel to crack.
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Med venlig hilsen / Best regards Martin Jørgensen