Locally zoomed in subplot sampling and displayed as a superposition on the original one

The following plot is the Fig. 5(a) and 5(b) represented in https://arxiv.org/pdf/2105.07640.pdf:

As you can see, it uses a locally zoomed in subplot sampling, which displayed as a superposition on the original one. How to create a plot like this with matplotlib?

Any hints will be highly appreciated.

Regards,
HY

https://matplotlib.org/stable/api/_as_gen/matplotlib.axes.Axes.inset_axes.html