Stochastic system with coupling between non-Gaussian and Gaussian noise terms

A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker–Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling λλ between noise terms can induce the reentrance-like phase transition while the parameter q   of the departure from the Gaussian noise can induce the first-order-like phase transition. Both the coupling λλ and the parameter q can change the curve of the mean first passage time (MFPT) from monotonically decreasing function to a peak in the MFPT. Numerical simulations are carried out to check the approximate theoretical results. Reasonably good agreement is obtained.