Have you seen this paper, Heilman, Nadeau, Beversdorf. "Creative Innovation: Possible Brain Mechanisms" Neurocase (2003)?

There's a real kicker in the abstract:

"The observation that [creative innovation] occurs during levels of low arousal and that many people with depression are creative suggests that alterations of neurotransmitters such as norepinephrine might be important in [creative innovation]. High levels of norepinephrine, produced by high rates of locus coeruleus firing, restrict the breadth of concept representations and increase the signal to noise ratio, but low levels of norepinephrine shift the brain toward intrinsic neuronal activation with an increase in the size of distributed concept representations and co-activation across modular networks."

Speculative, of course. But we like speculative. Suggested exercise: close the curtains, put on some melancholy music, think grim thoughts, then have a go at a hard problem and see if it's any easier.

Edit: a hard problem requiring creativity, that is.