Since it is not advisable to change system dbs physical file name. If you want to do it for fun :hehe: then just use the below command:

alter database master modify file(name=<logical_name>,filename='<physical filename along with its path>')

And then you need to stop SQL services,change the file name at its physical position and then again start SQL services.

note: for master you need to change physical file name in start up parameter also.

🙂