Have a look at:

https://www.york.ac.uk/news-and-events/features/painted-lady-migration/

In my view the short life-span of butterflies makes world-wide migration impossible. The Vanessa species in question can migrate great distances and return by breeding new generations on the way. Of course some species have populations that actually migrate back, but world-wide is too much. It takes a tern to do that.

Hi Jyrki,

Thank you for sharing with me this very helpful link along with your view. It really is amazing that how they pass such distance generation after generation! Do you know marker or micro-satellite like bird ringing, thus it would be possible to mark that which individuals are actually going where?

You can attach radio transmitter and follow their flight and movement. The only problem will be the heavy weight of the transmitter considering the body mass of butterflies. You can go through the article it will give some idea- 

Simple rules guide dragonfly migration

Dear Kawsar vai,

Thank you very much for your helpful reply. I will go through this article. Besides, I understand that using radio transmitter will cause great harm during their movement, hence I was wondering if there is any other way to go forward!

I am sure one can find markers to study this but the number of specimens needed for this considering the migraton, marking and recapturing would make this very difficult and certainly very expensive.