Whales have numerous adaptations to help deal with pressure. Firstly, they have a reduced number of sinuses and air cavities compared to land dwelling mammals. Where they do have cavities, these are heavily lined with blood vessels, which fill at depth, blocking the airspace completely and preventing its collapse.
Secondly, their lungs can collapse without suffering damage, due to reinforcement. This has the added of effect of preventing gas exchange with the blood, which prevents nitrogen narcosis and ‘the bends’. This naturally also means that they can’t get oxygen from the lungs too, so they have evolved changes to their blood and muscle to cope. Whales have a lot more blood per kg than land mammals, and much more haemoglobin, which stores oxygen, in that blood. They also have much more myoglobin, the protein that makes red meat red, in their muscles. This again stores oxygen.
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