The researchers first showed that structures on the animal's head were probably sensory organs, then found it could detect electric fields in water.
Electroreception is well known in fish and amphibians, but until now the only mammal example was the platypus.
Writing in the Royal Society's journal Proceedings B, the scientists say other cetaceans may show the same ability.
The Guiana dolphin (Sotalia guianensis) lives around the east coast of South America, and resembles the much more common bottlenose variety.
Like all of the toothed cetaceans, it hunts and locates using sound.
But the researchers have now shown that at close range, it can also sense electrical signals.
They are not as sensitive as sharks and rays, but can detect signals of the same size as those produced in water when fish move their muscles.
"It feeds in the bottom [of the sea] a lot, and it lives in water where there can be a lot of silt and mud suspended," said project leader Wolf Hanke from the University of Rostock, Germany.
"And echolocation doesn't work at very close range, so this is where electrolocation would come in."
Sensible scienceCaptive Guiana dolphins are rare; but they have been kept at the zoo in Muenster, also in Germany.
The zoo is among those that have been criticised by animal rights campaigners in recent years, who argue against keeping dolphins in captivity.The researchers became curious about the function of small depressions in the dolphin's rostrum - the forward-projecting part of the head containing the jaws.
When one of the animals died, the rostrum was examined, with tissues being stained to show the structures inside these depressions.
The depressions - known as crypts - carry whiskers when the dolphins are growing in the womb, but the whiskers later drop off.
The dolphin was sometimes fitted with a plastic "shield" to block any electrical signalsBut the crypts looked as though they were still involved in sensing something.
To see whether they were in fact electroreceptors, the researchers turned to the zoo's single remaining Sotalia.
They trained it to put its head on a "rest station", where electrodes delivered a tiny electrical signal into the water.
When a signal was present, the dolphin received a reward if it swam away; if not, it received a reward for staying put.
Later, a plastic shield was placed above the lines of crypts, blocking any electrical sensing. It remained still every time.
The experiments proved that the Guiana dolphin could sense the electrical signals, and that the crypts were indeed the organs responsible.
The researchers plan next to investigate whether other cetaceans possess the same capacity.
"We believe that they might, as it seems very useful for the dolphins," said Dr Hanke.
"We might in the future make plans to travel to South America to study the dolphins in the wild."
The acid test would be to fit the animals with tags that carry a variety of instruments, and see how they use their novel electric sense to hunt.
The platypus, which also uses electroreception, is a monotreme, a sub-group of mammals that lay eggs.
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