Hakim al Umma Maulana Ashraf Ali Thanvi (Allah have mercy on him) instructed,

‘If after a considerable period of time consolidation of thoughts (yak suiy) during remembrance of Allah (dhikr) does not develop then it is appropriate to do a shogal (spiritual exercise for developing concentration).

There are many of them but in my opinion the most beneficial and straightforward is shogal e unhad. The best time to do it is late night after dowazdah tasbeeh. However, do not hold the breath in it. These days doing this leads to weakening of heart and mind. Only close the eyes and plug both the ears tightly with the index fingers. This will create a noise in the ears that feels limitless and incessant. That is the reason for calling shogal unhad so, In Hindi (language) un means without and had means limit. Thus unhad means limitless.

One should concentrate on this noise and recite ‘Allah’ ‘Allah’ with tongue or in heart/mind as to make sure that this time is not spend in heedlessness. Mere concentration on this noise is not a form of dhikr. This is because this noise in neither an attribute (siffet) of Allah as many have been deceived nor is it from any creature from the unseen world (alem e ghayb). It is only the trapping of air in the skull (auditory canals) that creates it. In spite of this, concentration towards it is done because it is from the perceived senses (hearing) and it is pleasant to listen to. Sometimes in this activity such noises are heard that one is spiritually overwhelmed and passes into (spiritual) ecstasy.

It is logical that a thing that is perceivable by senses like ears, eyes etc., is pleasing to do and involvement in it removes other (unnecessary) thoughts, establishes the habit of consolidation of thoughts in one direction.  Once this habit is firmly rooted this shogal is abandoned and instructions are given to concentrate towards Allah.’

Tahseel qasdus sabeel (Shah Lutuf Rasool rehmatullah aleh), page 24