To heat something up, you just have to generate thermal energy. There are multiple ways to do this, but the easiest are chemical (burn something) or electrical (run electricity through a resistor).
You can’t ‘generate’ cold, so the only way to make something colder is to expose it to something that’s a lower temperature. This is limited by the speed of thermal transfer – heat can only move from hot to cold at a limited rate. You can speed this up by increasing the temperature difference, but ‘cold’ only goes down to 0K or -273C so you can’t gain much there.
In practical terms though, you can dunk something into liquid nitrogen and get it cold pretty fast so this isn’t a major problem.
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