gregv comments on Attention control is critical for changing/increasing/altering motivation - Less Wrong
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Yes, a lot of work has been done, and it is a hugely controversial area.
From my reading, the balance of evidence suggests that people can indeed exacerbate their pain by focusing on it, which is why I included the example in the article.
Whether training to ignore the pain makes it go away is harder to say. Some studies suggest that it does, some that it has no effect. Metastudies generally show no statistically significant effects - but I think people here already know to be wary of statistical significance as an end-all. One certain thing is that pain has its own rules, and utilizes several pathways that are not skill-like at all, which makes training it away somewhat iffy.
My colleagues who work on neuroscience of pain tend to be skeptical. Pain specialists I've spoken to tend to really like the approach; from what I hear, it has an unpredictable efficacy level (which could indicate that the effect is in large part placebo-based), but it often works extremely well.
A popular review that extolls the method is Morley et al. in Pain (80) 1999. Several self-help books on the subject are often recommended to patients by pain specialists; John Otis's "Managing Chronic Pain" is very popular.
As for the somewhat-opposing view, check out this Cochrane review (Cochrane is generally a highly reliable source) which shows much smaller effect size (although there still is a positive effect): Cochrane Database Syst Rev. 2009 Apr 15;(2):CD007407.
Hmm. The notion that concentrating on pain makes it worse seems to contradict the finding that mindfulness meditation, which mostly involves concentrating on your feelings, increases pain tolerance even while it thickens the areas related to pain-related processing. E.g. Grant et al. (2010)
(For more on mindfulness meditation reducing the effects of pain, see e.g. here, here, here, or here).
On the other hand, mindfulness is a very specific way of paying attention to something - a non-judgemental approach where the unpleasant feelings are just observed as they appear and disappear. It seems reasonable to assume that other ways of focusing on pain might indeed make it worse.
Right, I think it depends on how the "mindfulness" is directed. One teacher (Eckhart Tolle) suggests concentrating attention on (sorry for fuzzy terminology) internal energy in your limbs and a general sense of well-being. When pain impinges on this meditation, you notice and try to redirect your attention.