Weight dynamics is an equation, basically. There is a guy that checks up on another bulletin board that has a PhD in biochemistry that could answer this question as good as it can possibly be answered.. but I will try and tell you what I know of it.
The variables in the equation are calories consumed, calories burned, and BMR (the number of calories it takes to keep your body alive.. basal metabolic rate). if calories consumed=calories burned.. then weight stays the same. If calories consumed > calories burned, weight is added. If calories burned > calories consumed, then weight is lost. 1 pound of fat contains 3500 calories. So to lose 1 pound of fat, you would have to lose 3500 calories worth of energy. This comes out to - roughly - depending on your pace and weight (lower weight = less calories burned/unit time) somewhere around 30-35 miles of running.
But you can manipulate any of these variables. For example, you can decrease calories consumed (however, if you decrease it too much it will slow down your basal metabolic rate which puts you right back where you were before, in the long run). You can increase calories burned by excercising more. Excercise can be classiffied two ways: aerobic and anaerobic. Aerobic excericse tends to burn alot of calories WHILE YOU ARE DOING IT.. but as soon as you stop, so does the burning of calories. Aerobic excercise includes jogging, bicycling, skiing, etc. The other type of excercise is anaerobic excercise. Anaerobic excercise, in general, does not burn as many calories as aerobic excerise.. HOWEVER.. anaerobic excercise increases the basal metabolic rate.. which means even when the excercise stops.. all day long you burn slightly more calories.. even at rest.. than you would otherwise.
I probably have said nothing you do not already know.
But as you mentioned, you do not want to stop excercising - because weight aside.. excercise is good for cardiovascular health, mood, etc.
So since calories burned will NOT be the variable that you change, it means calories consumed will have to be the variable in the equation that you change. Simply put: eat more. Even if you feel full, you may have to eat more. Does NOT mean you have to eat unhealthy. Just more. However, unhealthy foods tend to have really dense calories - making it easier to gain weight while eating less. For example.. one big mac contains as many calories as several, several apples.. probably around ten apples. So while the VOLUME of apples (i.e. amount you eat) is FAR greater than 1 big mac.. the caloriies contained in the volume of 1 big mac = calories contained in ten apples. So the DENSITY of calories is different. If you find that you eat healthy food ALL DAY and still cannot gain weight.. you may want to consider more dense caloric foods.
Also, and very important, is the various endocrine effect that different types of food have. For example.. sugar stimulates release of insulin from cells in the pancreas called beta cells in the islet of langerhans. Insulin effects metabolism in such a way that it "encourages anabolism". Ananbolism means building up/storing.. as opposed to catabolism.. or breaking down. However, unlike "anabolic steroids", which encourage the build up of protein in muscles.. insulin causes the anabolism of fat.. the build of excess calories in the form of triglycerides in your adipocyte cells. Please note that it DOES NOT MATTER what kind of food it is (sugar, protein, fat).. ALL CALORIES IN EXCESS OF BMR.. REGARDLESS OF TYPE (protein, carb, lipid) GET CONVERTED TO FAT. The reason is because fat stores energy very efficiently (9 calories/gram, and does not attract water). Carbohydrates, on the other hand contain 4 calories/gram plus they attract water. So all calories beyond what is needed gets converted in the liver to fat.. then stored.
But keep in mind, although all excess calories are converted to fat.. only sugars/carbs ENCOURAGE this process. Besides, in your case, it is possible that you are not meeting your BMR.. so excess calories..relative to your normal diet.. will not technically be "excess". It is also possible that you ARE meeting your BMR caloric need - but your body type is endomorphic. don't be alarmed by my description of gaining fat. It could be, depending on your biochemistry.. that the initial "fat" that you put on will not be fat that is concentrated in unwanted areas - but rather - "marbled" in with your muscle.
You may also consider asking your physician if he believes you have an endocrine dysfunction, such as hyperthyroidism. The hormone from the thyroid known as thyroxine speeds up metabolism. So folks which have thyroids that make TOO much thyroxine tend to be underweight. Hyperthyroidism is more common in females.
Anyway.. if you think about weight control in an analytical/objective way - as outlined above - it should give you a little bit more of a mental approach to tackling the problem that concerns you.
But I recommend you seek advice from someone with more knowledge. A nutritionist, a biochemist, a physician, etc...
As aformentioned, there is a biochemist on the "training" bulletin board named Dr. Z that is enormously helpful to folks.
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