Methods for fabricating compressible object are described. These compressible objects may be utilized in drilling mud and with a drilling system to manage the density of the drilling mud. The method includes selecting an architecture for a compressible object; selecting a wall material for the compressible object; and fabricating the compressible object, wherein the compressible object has a shell that encloses an interior region, and has an internal pressure (i) greater than about 200 pounds per square inch at atmospheric pressure and (ii) selected for a predetermined external pressure, wherein external pressures that exceed the internal pressure reduce the volume of the compressible object.