Yogi does not sink in water, or in swamps, and he can walk on thorns.

Verse 3.40

उदानजयाअत् जलपण्खकण्टकादिष्वसङ्गोऽत्क्रान्तिश्च ॥४०॥

udāna-jayāat jala-paṇkha-kaṇṭakādiṣv-asaṅgo-'tkrāntiśca ॥40॥

By conquering the current called Udana the Yogi does not sink in water, or in swamps, and he can walk on thorns.

Verse 3.41

समानजयाज्ज्वलनम् ॥४१॥

samāna-jayāj-jvalanam ॥41॥

By the conquest of the current Samana he is surrounded by blaze.

By samyama on udana vayu, the yogi can make his body so light that he is able to walk over water, mud and thorns without coming in contact with them. He can make prana ascend through brahmarandhra and so die at will.

It is said in 3. 37 verse that the yogi has the power of knowing the Tanmatras, sound, touch, sight, taste and smell, which are the counterparts of the elements, while 3 40-43 speak of the conquest of the elements water, fire, air and ether.

Prana is usually translated as 'breath', yet this is only one of its manifestations in the human body. If breathing stops, so does life. Ancient Indian sages knew that all functions of the body were performed by five types of vital energy (prana vayus) : prana, apana, samana, udana and vyana.

 They are specific aspects of the one vital cosmic force, the primeval principle of existence in all beings. The functions of the five prana vayus were described in 3.32 verse.

In pranamaya, prana vayu is activated by the inbreath and apana vayu by the outbreath. Vyana is essential for the functioning of prana and apana, as it is the medium for transferring energies from one to the other. Udana raises the energy from the lower spine to the brain.

This sutra explains the powers gained by the yogi who masters udana vayu: he raises the energy, and is then able to walk over water.

By the conquest of samaa vayu, the yogi gains control over the element of fire (tejastattva).

The middle of the torso is the region of samana which stokes the gastric fire, aiding digestion and maintaining harmonious functioning of the abdominal organs. It controls the functioning of the heart, and through it the life force.

Kapila, the founder of samkhya philosophy, seems to have had the power of emitting fire from his eyes, which burnt the sons of King Sagara. 

The Maharastrian saint jnaneshwar who wrote a translation and commentary on the Bhagavad Gita, also had this power. Nearer our time, it is said that a pupil of Sri Ramakrishna used to light the path for his master on a dark night.

PATANJALI YOGA SUTRAS