Quick answer: Unreal physics objects tunneling through walls despite high substepping? Substep count is divided by max delta - clamp delta or use CCD on fast bodies.
Bullet passes through a wall at 8000 units/s. Substeps = 4; max delta = 1/30s. Each substep is still 67 units of motion.
Enable Continuous Collision Detection
On the Rigid Body, Use CCD. The body sweep-collides every substep instead of point-checking at endpoints. Costs more; eliminates tunneling.
Raise substeps and clamp delta
Substeps = 8, Max Substep Delta Time = 1/120s. Combined, every physics step is at most 8.3ms regardless of frame rate.
Use Async Physics for high-rate sims
Async physics runs at a fixed rate independent of frame rate. Bullets get consistent treatment whether the game runs at 30 or 144 fps.
“Substepping divides delta; doesn't bound it. The bound has to come from you.”
For projectiles, prefer raycast-based motion over physics simulation. Physics is right for cloth, debris, ragdolls; ballistics is a different problem.