I find it much more natural to walk/run and think about a problem. I don't know what you need to do when you need to keep notes and look at numbers while approaching the problem, you can't do that on your iPhone while walking, but generally speaking running/walking disconnects my brain from my body very effectively. So all I need to do is focus on the problem, but doesn't take as much as effort as it would take if I did it while sitting on a desk.