The Relaxation Response is the way the physical body manifests a relaxed mental state. It may involve a decrease in heart rate, breathing rate, muscle tension, metabolic rate, and/or oxygen consumption.
Breath Work is an effective relaxation technique in itself, and it forms the basis for most of the others. There are a few complicated forms of breath work that require specialized coaching, but most are quite simple, for example: breathing from your belly, slowing your breath, holding your breath for a few seconds and then releasing it, "connecting" your breaths, i.e. inhaling and exhaling without pausing in between, simply observing your breathing, and counting your breaths.
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Mindfulness is a form of meditation derived from Buddhism, in which the goal is to observe and accept whatever your mind does, but keep bringing your focus back to the present moment, the current breath. This technique is useful for pain management, and for people whose stress is caused by hurrying toward future tasks or worrying about past events.
Body Scanning involves moving your awareness slowly from one area of the body to next, from your feet to your head, observing any tension or sensations you are feeling.
Passive Muscle Relaxation is similar to a body scan, except that instead of just observing, you make a mental effort to relax each muscle group in succession.
Progressive Relaxation, developed by Edmund Jacobsen in the 1930's, takes muscle relaxation a step further by first tensing each muscle group and then relaxing it. Some people who practice this technique regularly on the whole body are able, in effect, to program themselves to relax at will by tensing and relaxing just one muscle group such as the hands or feet.
Visualization involves relaxing the body by picturing an image in the mind. Popular examples include a peaceful scene, a protective halo around your body, a globe of light warming the areas where your muscles feel tense, anxiety draining out of the body in liquid or gas form, or a "grounding" image such as a tree sending its roots into the ground.
Guided Imagery is an expanded visualization, usually directed by the voice of another person describing the peaceful scene or image. A recording of your own voice can serve the same purpose.