The physical benefits of exercise are typically the main attraction. However, a consistent exercise program can also benefit you psychologically. When you exercise, you are learning new skills and teaching your body to move in novel patterns, as wells as setting and achieving goals. This causes structural changes to your brain, chemical responses, and behavioral changes that improve your responses to stress and your general outlook.
Improved Cognitive Function
Exercise can stimulate the brain to create new neurons in a process called neurogenesis. These freshly created neurons arise in your brain's learning center, the hippocampus. The brain is also stimulated to preserve existing neurons. New neurons create new connections and pathways between themselves and previously existing neurons; the modification of the pathways is called neuroplasticity. Neuroplasticity enhances your ability to learn and to retain information. Physical exercise involves learning new movements and skills, which creates a demand on the brain to create neurological connections to accommodate these new skills.
Elevated Mood
Exercise triggers the brain to release neurotransmitters that include serotonin, norepinephrine and endorphins. The lack of two of these substances, serotonin and norepinephrine, are associated with depression. Exercise can help manage levels of depression by stimulating the production of these two neurotransmitters.
Endorphins serve to mask the transmission of pain impulses. They can reduce the discomfort of exercise and lead to a state of euphoria (see references 1). Your body can habituate itself to endorphins, which can require you to exercise at progressively strenuous levels to achieve the same endorphin response (see references 1)
The Neurogenesis-Serotonin Loop
The improved neuroplasticity and elevated mood that result from exercise are your body's positive responses to the stress imposed by increased physical activity. While neuroplasticity is an improvement in the structure of your brain and the release of endorphins, serotonin, and norepinephrine is a hormonal response, the two effects work together. The gene that controls the creation of new neurons also boosts the production of serotonin, while signals released by the production of serotonin further stimulate the neurogenesis gene.
Self Efficacy
Exercise can also benefit you on a behavioral level. The process of developing goals, training to achieve them, and overcoming challenges can lead to self-efficacy. Self-efficacy simply is the belief that you can perform at an expected level in a given situation. This belief can arise from experiences in which you master challenges, by modeling your activities on someone who as achieved the goals you desire, by maintaining a peer group that can persuade you to continue with your challenging activities, and by the positive mood brought about by the activities.



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