Now I've applied the Filter>Distort>Spherize… on each of the objects. Use max Sphere intensity.

make abstract illustrations



make abstract illustrations



make abstract illustrations

Now make a copy of the biggest object.

make abstract illustrations

Set the opacity of the lower layer to about 50%-40% (depending on what you will see) and use Gaussian
 
blur
on it. The goal is to change it to a shadow.

I did transform the object (Distort).

make abstract illustrations

Add drop Shadow to 2 of the objects (medium and smallest) Medium:

make abstract illustrations



make abstract illustrations

The Small one:

make abstract illustrations



make abstract illustrations