Dynamics for a generalized thermodynamics due to Tsallis is formulated base
d on a new Langevin equation, with classical driving force and nonclassical
multiplicative noise. as applications, the Kramers problem (thermal activa
tion rate over a potential barrier) and anomalous Brownian motion are consi
dered within the framework of the generalized thermodynamics. The dynamics
is generalized further by treating temperature as a stochastic variable: le
ading lu a Langevin formulation of simulated tempering for efficient Monte-
Carlo sampling and optimization.