This all came to light in 2011 so pretty recent. Also not only may it be possible, but the term 'thinking cap' has already been used to refer this very invention, namely transcranial direct current stimulation (tDCS). If you are interested check out this article, http://www.plosone.org/article/info%3Adoi%2F10.1371%2Fjourna... However I would not get your hopes to high up. It is unlikely that prolonged exposure would be particularly healthy and i imagine you would get diminishing returns.