Pratyahara

It means abstraction, reversal of the sense organs. According to Vyasa, it is that state of mind and body in which the senses do not come into contact with their objects and follow the nature of the mind.

Pratyahara is the fifth element among the Eight stages of Patanjali's Ashtanga Yoga. At this stage, the consciousness of the individual is internalized in order that the sensations from the senses of taste, touch, sight, hearing and smell don't reach their respective centers in the brain, by which Sadhaka is free to meditate without distractions. In this, the electrical currents, which pulsate through the nerves and even the involuntary muscles are turned off by the practitioners. This is accomplished through Pranayama or breath-control. Apart from Pranayama, another device that is used to aid in the development of Pratyahara is to concentrate on the point between the eyebrows. This location is known as Ajna Chakra or the third eye. 

Dharana

It means concentration, fixing the attention on a single object. Dharana is the sixth of the eight steps of Patanjali's Ashtanga. It is the initial step of deep meditation, where the object being meditated upon is held in the mind without consciousness wavering from it.

The difference between Dharana, Dhyana, and Samadhi is that in the former, the object of meditation, the meditator, and the act of meditation remain separate. The meditator is conscious and meditating on an object, which is concentrating on the object. In the subsequent stage, as the meditator becomes more advanced, consciousness of the act of meditation disappears and only the consciousness of existing and the object of concentration exist.

In the final stage of Samadhi, the self also dissolves, and the meditator becomes one with the object. Mainly, the object of concentration is God, or the Self, which is seen as God itself, though some yogis perform atheistic meditation on self-alone. 

Dhyana

It means meditation, according to the Yoga Sutra dhyana is one of the eight methods of Yoga, the stage of meditation preceding dhyana is called dharana.

In Dhyana, the meditator is not conscious of the act of meditation but is only aware that of exists (consciousness of being), and aware of the object of meditation. Dhyana is distinct from Dharana in that the meditator becomes one with the object.

The Dhyana Yoga system is also described by Sri Krishna in chapter six of Bhagavad Gita.