Some people are so involved with reliving memories or making future plans that they completely forget about the future. Past is gone, present will be past very soon, future will be present so you can think of it when it comes. Why not deal with what's at hand at the moment - there is enough to do in this time zone only.
The easiest way to bring yourself into the present is breath awareness - watching your breath. Or as you'll hear in most yoga classes connect with your breath. What does it mean? It's the most natural process of all that are happening in the human body. You don't need to make a special effort or to think of it at all for it to happen. Yet it's a great way to take your mind away from your problems and help you concentrate on one thing only and not think of anything else.
Pranayama is generally translated as breath control from the point of view of the practices invloved but the full meaning is much deeper. Teh word pranayama is comprised of two words - prana and anayama. Prana means "vital energy" or "life force". Anayama is defined as "extension" or "expansion". The pranayama techniques provide the way the life force can be extended beoyond limitation and boundaries.
There are four elements of the breathing which are utilised: pooraka (inhalation), rechaka (exhalation), antar kumbhaka (internal breath retention), bahir kumbhaka (external breath retention). There is one more stage - kevala kumbhaka (spontaneous breath retention), which can occur during high stages of meditation when the lungs cease their activity.
There are many different techniques and many books on that subject only, I can mention just a few of them but if you really want to start practicing, I'd advise you to seek the advice of your teacher or guru and to do it under their direct instructions. You can't even imagine the benefits you'll get from this practise only. Most important is not how complicated technique you're trying to do or for how long. Whatever you do, do it regularly - for the same duration each day, preferably at the same time of the day.
Still a simple practice you can start with and which will bring your attention in the present moment and help your concentration: breathe normally, watch your breath and try to make each inhalation and exhalation equal in duration. You can count at first if you find it easier. That's how you should breathe for the duration of your asana practice.
Natural breathing
Abdominal breathing
Thoracic breathing
Clavicular breathing
Yogic breathing
Nadi shodana pranayama
Sheetali pranayama
Bhramari pranayama
Ujjayi pranayama
Bhastrika pranayama
Kapalbhati pranayama
Moorchha pranayama
Surya bheda pranayama
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