Hard, difficult, arduous are comparable when applied to tasks for mind or body to mean demanding great toil or effort in reaching the appointed or the desired end.
Hard is the simpler, blunter, and more general term; it implies the opposite of all that is implied by easy, but usually suggests nothing more specific.
Difficult commonly implies the presence of obstacles to be surmounted or of complications to be removed; it therefore suggests the necessity for skill, ingenuity, sagacity, or courage.
Difficult is more widely applicable than hard, because it often means specifically hard to understand because abstruse, intricate, or abstract, or hard to deal with because thorny, knotty, cumbersome, delicate, or exacting.
Arduous stresses the need of laborious effort, of perseverance, and persistent exertion; thus, one may find a task difficult, but not arduous, because one has no sense of being kept at it against one’s inclination; an ascent of a mountain may be arduous, but not especially difficult.