A compressible object is described that may be utilized in drilling mud and with a drilling system to manage the density of the drilling mud. The compressible object includes a shell that encloses an interior region. Also, the compressible object 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 and wherein the shell being designed to reduce localized strains of the compressible object during expansion and compression of the compressible object.