Use your phone sideways.
On a sunny day you'll spot a bright curl of light at the bottom of a mug. Parallel light reflects off the shiny curved wall, and the reflected rays bunch together along a heart-shaped curve — a nephroid. That glowing pile-up is the caustic.
Light comes in parallel, like the sun, and bounces off the curved inside wall. Each ray leaves in a slightly different direction — but wherever lots of reflected rays cross, the light stacks up. That bright envelope is the caustic.
Every ray travels the same distance down to the coffee, so dropping a dot that same length along each one and letting them overlap reveals exactly where the light concentrates: the heart-shaped nephroid.