The lungs do not contain any skeletal (voluntary) muscles like those found in your arms and legs, but instead they suck air in and out by the action of the diaphragm, chest and abdominal muscles that are used to breathe with. This means that it is literally impossible to strengthen your lungs in the usual sense by doing any kind of exercise.
However, people with asthma have a lot more smooth (involuntary) muscle tissue in their lungs that wraps around the airways - up to seven times more than other folk - so it could be said that they have much stronger lungs than the average population. These very strong and thick bands of smooth muscle are a big part of the asthma problem, and if any kind of exercise, such as practising deep breathing, is able to make them become even thicker and stronger, the asthma will only get worse.
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