In the creation, after creation, the yajña was also created and everyone, created being, was ordered to perform the yajñas. One cannot... Yajña-dāna-tapaḥ-kriyā na tyājyam. In the Bhagavad-gītā also you'll find that you may be a renouncer, sannyāsī. A renouncer, you have renounced this world. But the four things, yajña... Yajña means working for satisfaction of Viṣṇu, yajña. Dāna, charity. Yajña, dāna, tapaḥ. Tapaḥ means austerity, following the rules and regulation for spiritual upliftment. These things are not to be renounced. If somebody says, "Oh, I have renounced the world," that does not mean you can renounce the service of the Lord. No.
(Lecture on Bhagavad-Gita----3:6-10).

So Lord Caitanya says, "Out of these 400,000 species of life, some of them are civilized. And out of many civilized persons, they are actually devoted to the scriptures, not all." Some of them, they agree that "I belong to Christian religion," "I belong to Hindu religion," or "I belong to Muhammadan religion," but at the present age, mostly they simply claim that "I belong to this religion" but do not believe in the scripture, mostly. So those who are believing in the scriptures, they are mostly attracted by pious, philanthropic activities. They, some of them, those who actually believe that charity is very good thing, and... Religious means these three things: yajña-dāna-tapaḥ. Yajña-dāna-tapaḥ. Yajña means sacrifice, dāna means charity, and tapaḥ means penance. Just like brahmacārī. It is tapasya. Tapasya. A sannyāsī, it is tapasya. Tapaḥ. Tapaḥ means penance, voluntarily accepting very rigid principles of life. That is called tapasya. And charity. Charity means voluntarily giving away his material possessions. That is charity. And yajña, sacrifice. Sacrifice, of course, you have no experience. Not you, but we all. Nowadays, in the present days, there is no sacrifice.
(Lecture on Bhagavad-Gita----9:2).

The same applies to all kinds of austerities. Tapasya means voluntary acceptance of bodily pains to achieve some higher end of life. Rāvaṇa and Hiraṇyakaśipu underwent a severe type of bodily torture to achieve the end of sense gratification. Sometimes modern politicians also undergo severe types of austerities to achieve some political end. This is not actually tapasya. One should accept voluntary bodily inconvenience for the sake of knowing Vāsudeva because that is the way of real austerities.
(Srimad Bhagavatam----1:2:28-29----purport).

So we can get free from all anxieties as soon as we are surrendered to Hari. That is the whole system of spiritual knowledge. Ārādhito yadi haris tapasā tathā kim. If you accept from the very beginning this principle, that "I must surrender unto the Supreme Lord," then there is no other necessity of prosecuting your spiritual knowledge. That is the final solution of life. Ārādhito yadi haris tapasā tathā kim. Tapasya means penances, accepting penances for spiritual realization. Now, one who has accepted the worship of the Supreme Lord, he has no more anything to do for spiritual realization. He has realized. And nārādhito yadi haris tapasā tathā kim. And undergoing so much severe penances, if one does not understand what is God, then whole thing is spoiled. Tapasā tathā kim. Whole penances is spoiled because he could not reach to the ultimate goal.
(Lecture on Bhagavad-Gita----2:13).

So the purificatory process, we are taking the essence of all Vedic literatures, that four principles, namely: no illicit sex, no intoxication, no meat-eating and no gambling. This is called tapasya. Tapasya means voluntarily accepting some inconvenience. That is called tapasya. Suppose I am accustomed to smoke or to drink. If I give it up, there will be certainly little inconvenience. But for the better cause, I have to suffer voluntarily. That is called tapasya. Nobody will die if he does not get facility for illicit sex or enjoying intoxicants and meat-eating. Nobody will die. All the members of Kṛṣṇa conscious society, they have given up. But for that reason we are not dying. It is not difficult. Simply we have to accept in the beginning there may be little inconvenience, but when you come to the platform, there is no inconvenience.
(Lecture on Bhagavad-Gita----4:10).

Similarly, in the conditioned state, under the influence of māyā, we are also talking so many nonsense things, "I belong to this family, I belong to this nation, I belong to this community, my business is this," simply forgetting Kṛṣṇa consciousness. All other business, he will remember, but when he is requested to become Kṛṣṇa conscious, to understand Kṛṣṇa, he doesn't like it. Except Kṛṣṇa consciousness, he will take all responsibility and work hard for that purpose. This is called māyā-grasta jīva. So nirāśīḥ, now, to go to our original position, that is called tapasya. Tapasya means to revive our original normal life of Kṛṣṇa consciousness. That is called tapasya. This tapasya is not possible by the cats and dogs or animals.
(Lecture on Bhagavad-Gita----4:21).