Dr Brian King (2006) from UCL has carried
out research into the use of heat as a painkiller. He concluded that
heat applied from an external source had an effect at the molecular
level to provide relief from pain.
You can read the full article
a separate study, SF Nadler et al (2002)concluded that pain &
muscle stiffness were better relieved through heat packs than by
daily doses of 4000mg of paracetamol or 1200mg of ibuprofen.
The results can be accessed from here.