Not sure about log4j but probably the same as Java logging. You can
create a new handler at any time. That handler can be a file handler.
Is something like this waht you need?
       FileHandler handler = new FileHandler("another.log",
appendToFile);
       Logger logger = Logger.getLogger("examples.LogExample");
       logger.addHandler(handler);
Best,
TimJowers

Simple example:

log4j.category.test = debug, logfile
log4j.appender.logfile.threshold = debug
log4j.appender.logfile = org.apache.log4j.FileAppender
log4j.appender.logfile.file = C:/first.log
log4j.appender.logfile.layout = org.apache.log4j.PatternLayout
log4j.appender.logfile.layout.ConversionPattern = %d %C %M %p: %m%n

import org.apache.log4j.*;

public class SwitchFile {
    public static void main(String[] args) {
        PropertyConfigurator.configure("C:\\log4j.properties");
        Logger log = Logger.getLogger("test");
        log.info("1");
        log.info("2");
        FileAppender fa = (FileAppender)log.getAppender("logfile");
        fa.setFile("C:/second.log");
        fa.activateOptions();
        log.info("3");
        log.info("4");
    }
}

Arne