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Pain can be a self-fulfilling prophecy: New brain imaging research shows that when we expect something to hurt it does, even if the stimulus isn't so painful -- ScienceDaily

Unbeknownst to the subjects, heat intensity was not actually related to the preceding cue. The study found that when subjects expected more heat, brain regions involved in threat and fear were more activated as they waited. Regions involved in the generation of pain were more active when they received the stimulus. Participants reported more pain with high-pain cues, regardless of how much heat they actually got. "This suggests that expectations had a rather deep effect, influencing how the brain processes pain," said Jepma. Surprisingly, their expectations also highly influenced their ability to learn from experience. Many subjects demonstrated high "confirmation bias" -- the tendency to learn from things that reinforce our beliefs and discount those that don't. For instance, if they expected high pain and got it, they might expect even more pain the next time. But if they expected high pain and didn't get it, nothing changed.