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AN 10.61 says the food/nutriment (ahara) of the five hindrances (which include sadness & despair) are the three unwholesome types of action.
It follows sadness & despair are actually results of addictive behaviours.
If addictive behaviours are stopped, completely, the sadness & despair will eventually disappear, also, because they are not fed/nourished.
You have already experienced the reality that as quickly as they are felt, they seem to go away very fast, and leave a happy state. This is natural mental purification that occurs from avoidance of addictive behaviours. In other words, nature/dhamma is forgiving.
Buddhism recommends patient endurance, mindfulness & ready-wisdom for such states; to avoid a relapse into addictive behaviours.
Mindfulness means 'remembering'. Mindfulness remembers the ready-wisdom (sampajjana) that addictive behaviours lead to sadness & despair. The Buddha said:
They bring little enjoyment and much suffering and disappointment. The perils in them are greater.
Always remembering the Buddha's advice is recommended. This is the meaning of mindfulness.
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If you are practicing the technique of Vipassana, then that is a very effective way of dealing with this. It will deal at the root of the problem of your "waves of sadness", without creating any additional "wave" that might errupt at some later time.
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As a Buddhist, I can tell you that what you feel is probably the collective suffering in the "state of Man". That is, there is suffering in the world, so you feel it.
As we are originate from one source, so some degree, we are all responsible for the suffering in the world.
Most, if not all, Buddhist traditions have some concept of karma, and you should see the world as a divine world -- showing who and where your karma can be cleansed every day. You have to watch for it, and many people look away or avoid it, and they will never reach enlightenment in their lifetime.
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You know, it's probably the reaction to the sadness that we want to deal with by just witnessing it. If we just witness it in one moment then at that moment we cannot react because our mind is filled with sati.
"Oh, there is sadness there, hello sadness would you like something to drink while your here?". You know, I would try to cultivate a metta/karuna attitude about the sadness and anything else that I felt separate from. I have found it surprisingly effective to chant in my head, "It's ok, it's ok" in a compassionate way that aims to have kindness arise with whatever sadness, tension or other dukkha that happens to be laying around my experiencial wilderness.
I might actually see the reaction to the sadness and before I can say hello to the reaction, I have another reaction: I saw the reaction to the sadness! I'm such a great meditator! Then I think, darn it, there went my ego! and that is yet another reaction.
These reactions can move so fast one by one like dominoes.
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"Neutral feelings with ignorance is painful and the numeral feeling with wisdom is pleasant" Withdrawal symptoms are the result of not understanding the normal (neutral). So the first action is to understand the cause behind the sadness. Replace your old habits with some wholesome habits which make you happy.