  We exploit gauge/gravity duality to study `thermal quenches' in a plasma of
the strongly coupled N=2* gauge theory. Specifically, we consider the response
of an initial thermal equilibrium state of the theory under variations of the
bosonic or fermionic mass, to leading order in m/T<<1. When the masses are made
to vary in time, novel new counterterms must be introduced to renormalize the
boundary theory. We consider transitions the conformal super-Yang-Mills theory
to the mass deformed gauge theory and also the reverse transitions. By
construction, these transitions are controlled by a characteristic time scale
\calt and we show how the response of the system depends on the ratio of this
time scale to the thermal time scale 1/T. The response shows interesting
scaling behaviour both in the limit of fast quenches with T\calt<<1 and slow
quenches with T\calt>>1. In the limit that T\calt\to\infty, we observe the
expected adiabatic response. For fast quenches, the relaxation to the final
equilibrium is controlled by the lowest quasinormal mode of the bulk scalar
dual to the quenched operator. For slow quenches, the system relaxes with a
(nearly) adiabatic response that is governed entirely by the late time profile
of the mass. We describe new renormalization scheme ambiguities in defining
gauge invariant observables for the theory with time dependant couplings.
