Thinking about something stressful while practicing physical relaxation

Thinking about something stressful while practicing physical relaxation
Taking the above approach further: once you are physically relaxed, try imagining yourself in a situation that you feel tense about, and then focus again on relaxing. Alternate your attention between the tense situation and relaxation, until you can remain relaxed while thinking about this situation. In this way you can mentally "rehearse" for a coming stressful event, something you are feeling anxious about such as an exam, an interview, a presentation, before you have to face it in reality.
For example, in order to prepare for a coming examination, first relax physically, then imagine yourself revising for the examination. When you can do this and still remain relaxed, begin to introduce thoughts about the day before the exam whilst practising remaining relaxed. Then think about going to the examination, and eventually imagine yourself doing the examination, all whilst remaining relaxed enough to work well.
N.B. Imagining yourself revising, etc. is not a substitute for actually revising!
Nonetheless, this is a proven approach to improving one's performance: it is similar to the visualization techniques that sports psychologists teach athletes to use as an aid to improving their performance.