Adhyatma is adhi plus atma. It is a spiritual discipline. Yoga is of different types, e.g., Hatha-yoga which is about various bodily postures. Here it refers to mental discipline, i.e., concentration on and awareness of the Self. It is not dependent on any external factor. Instead, it is meditation on Vedantic teachings about Self.
The Lord of death mentions it (katha 1.2.12) and Shankaracharya explains. It is withdrawing the mind from the external objects and concentrating on the Self. The concentration of the mind is required because the Self is hidden (therefore hard to grasp) in the intellect surrounded by the body and senses. The body and senses are source of miseries. However, by meditating on the Self, an intelligent man perceives it in the intellect. Resultantly he goes beyond miseries, i.e., he gives up both happiness and sorrow because the Self is devoid of highs and lows. Though self-luminous and self-evident, it is hidden by the impressions on the mind arising from thoughts and actions. Hence the Upanishad says it is ‘hard to perceive’.

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