Numerical Study on Fokker-Planck Equation of Bistable System Driven by Colored Noise

A finite difference method is used to solve a Fokker-Planck equation of bistable system with Landau potential. The detailed dynamical relaxation process in the case of large correlation time is manifested via the phenomena including the saddle point appearance, the hole formation and distortion. The method is used to obtain the stationary solutions of Fokker-Planck equation of bistable system driven by rather weak noise.