This is called the phantom limb and it is very common. Approximately 60 to 80% of individuals with an amputation experience phantom sensations in their amputated limb, and the majority of the sensations are painful.  This can be a very painful syndrome because the phantom limb will often get stuck in a extremely painful cramped position and the amputee will have no way to stretch the limb and stop the pain. The phantom limb was essentially untreatable until one neuroscientist, Dr. Ramachandran came up with a remarkably simple treatment. All he did was make a box with a mirror in it and had the amputee put his intact limb in one side and the amputated limb behind the mirror on the other. The amputee then moved the intact limb and saw in the mirror his phantom limb moving which tricked his brain into relieving the pain in the phantom limb. Although the brain is incredibly advanced and “intelligent” it is remarkably easy to trick it.