  The microscopic basis of Newton's law of cooling and its modification when
the difference in temperature between the system and the surroundings is very
large is discussed. When the system of interest is interacting with a small
bath, the effect of the dynamical evolution of the bath variables is important
to find out its dynamical feedback on the system. As in the usual system-bath
approach, however, the bath is finally considered to be in thermal equilibrium
and thereby provides an effective generalization of the Born-Markov master
equation. It is shown that the cooling at early time is faster than that
predicted by Newton's law due to the dynamical feedback of the bath.
