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Chronic obstructive pulmonary disease (COPD) is a condition characterized by airflow obstruction only partially reversible with usual bronchodilator therapy. Inability of gas to move freely in and out of the lungs causes dyspnea and exercise intolerance. Putative mechanisms of exercise limitation under these conditions are the occurrence of expiratory airflow limitation and dynamic lung hyperinflation developing with the increase in minute ventilation during exercise. This review will examine the results of recent studies using nonpharmacological interventions to improve exercise tolerance in COPD and their relevance to rehabilitation programs.Decreasing ventilatory demands and/or gas density have been recently shown to be beneficial to improve exercise tolerance, symptoms, and quality of life. For instance, breathing supplemental oxygen was capable of reducing exercise ventilation, thus allowing expiratory flow limitation within the tidal breathing range to be minimized, and operational lung volumes to be accommodated at lower levels. As a result, dyspnea was decreased for the elastic work of breathing was decreased, and patients were able to increase exercise intensity and/or duration. Manipulating gas density has also been shown to be beneficial in relieving symptoms and improving exercise capacity, for it facilitates gas emptying during expiration. As a result, the amount of expiratory flow limitation and operational lung volumes decreased, thus ultimately leading to greater exercise tolerance.Nonpharmacological interventions aimed at modifying physical gas properties appear to open new perspectives in exercise rehabilitation programs for COPD.