Are there conventional processes by which one can construct a material that gradually transitions from one alloy or molecular density to another? For instance if I wanted a material that gradually transitioned from steel to cast iron or from rubber with one molecular density to another, I'm sure it's different for different material, but is there at least a name for that type of process?
There is a process that might do something similar to what you aim for, it is called “diffusion bonding”. However, this process is feasible only for materials that do diffuse (in the chemical sense) into each other. It is not a common process because it needs a long long time, warming up the two things to bond may enhance it a bit but still very slow. Usually you would use such process to bond two different metals that can’t be welded otherwise