We use the AdS/CFT correspondence to study the thermalization of a strongly coupled conformal field theory that is forced out of its vacuum by a source that couples to a marginal operator. The source is taken to be of small amplitude and finite duration, but is otherwise an arbitrary function of time. When the field theory lives on $R^{d-1,1}$, the source sets up a translationally invariant wave in the dual gravitational description. This wave propagates radially inwards in $AdS_{d+1}$ space and collapses to form a black brane. Outside its horizon the bulk spacetime for this collapse process may systematically be constructed in an expansion in the amplitude of the source function, and takes the Vaidya form at leading order in the source amplitude. This solution is dual to a remarkably rapid and intriguingly scale dependent thermalization process in the field theory. When the field theory lives on a sphere the resultant wave either slowly scatters into a thermal gas (dual to a glueball type phase in the boundary theory) or rapidly collapses into a black hole (dual to a plasma type phase in the field theory) depending on the time scale and amplitude of the source function. The transition between these two behaviors is sharp and can be tuned to the Choptuik scaling solution in $R^{d,1}$.
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