I remember reading something about that in permaculture.
Regarding deep breathing, according to Buteyko, deep breathing clears the lungs of the necessary CO2 required to separate O2 from the hemaglobyn in the blood. So the shallow breathing through the nose ensures that new air mixes with older air of higher Co2 content in the lungs. Nose breathing deepens the reserve along with performing other functions. The sinuses produce nitric oxide which has its own uses in the body.
The Frolov device builds on the same principle where the container you are breathing in acts as a reservoir where recently exhaled air mixes with new air. Deeper breathing doesn't appear to be as much of an issue here because you are not totally clearing your lungs of this CO2. Also, you are breathing through a water medium so your lungs have to exert a little pressure inhaling and exhaling. Sort of like the pressure exerted on your lungs(inhaling) when swimming.
I haven't fully read up on the breathing method used with it so I'm not aware of the intricacies (Some sort of "breathing gymnastic" I think). Apparently, Dr. Zinatulin was also trained in the Buteyko Method and may be working on a way of breathing for those who are trying to learn Buteyko breathing. I'm not sure how different this is from the standard instructions provided with the device though.
The backgrounds of Dr. Konstantin Pavlovich Buteyko and Vladimir Fedorovich Frolov are both fascinating. Dr. Buteyko was an important figure in the Soviet space program and was involved in creating the atmospheres used in space, high altitude flights, and submarines.
Vladimir Fedorovich Frolov came from a military background and was involved in the creation of devices for chemical defense. What's fascinating to me is that he observed the principle behind Buteyko's work with breathing and combined it with his own ingenuity to create a breathing device that operated on similar principles, effectively making these benefits available to the populous at large. Apparently, over 2 million of these devices have been sold in Russia.
In summary, these were not simple mass marketed gimmicks. Both men were innovators and highly competent in their respective fields.
"History of the Buteyko method"
"Frolov Breathing Device History and Buteyko Method"
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