By the time Amanda Stern was in her mid-40s, she no longer suffered from clinical depression. And her panic attacks, which had started in childhood, were mostly gone. But instead of feeling happier, she said, "I felt wallpapered in an endless, flat sadness." Confused, she turned to her therapist, who suggested that she had dysthymia, a mild version of persistent depressive disorder, or P.D.D. Ms. Stern, an author based in New York City, often writes about mental health, but she had never heard the term. She soon realized that she had experienced dysthymia on and off for decades. "I am not suffering from it right now," she added, "but I imagine I'll live with it again." She decided to write about it in her newsletter, How to Live, describing what it felt like to exist in a "constant state of 'emptiness'" and sharing the tools that eventually helped her feel better. It is not well understood why some cases of depression persist, but The...