JIT compilation occurs only the first time a method is invoked. The class loader adds a stub to each method during class loading. At the first method invocation, the Virtual Execution Engine reads the information in this stub, which tells it that the code for the method has not been JIT compiled. At this indication, the JIT compiler compiles the method and injects the address of the managed native method into this stub. During subsequent invocations to the same method, no JIT compilation is needed because each time the VEE goes to read information in the stub, it sees the address of the native method. Because the JIT compiler only performs its magic the first time a method is invoked, the methods you don't need at runtime will never be JIT compiled.
The compiled, native code lies in memory until the process shuts down and until the garbage collector clears off all references and memory associated with the process. This means that the next time you execute the process or component, the JIT compiler will again perform its magic.
If you want to avoid the cost of JIT compilation at runtime, you can use a special tool called ngen,which compiles your IL during installation and setup time. Using ngen, you can JIT-compile the code once and cache it on the machine so that you can avoid JIT compilation at runtime (this process is referred to as pre-JITting). In the event that the PE file has been updated, you must PreJIT the PE file again. Otherwise, the CLR can detect the update and dynamically command the appropriate JIT compiler to compile the assembly.
