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Summary form only given. Semiconductor lasers subject to external optical feedback and pumped close to threshold can enter in the low-frequency fluctuations (LFF) regime that is characterized by sudden drop-outs of the laser mean intensity followed by gradual, stepwise, recoveries. We investigate numerically the dynamics of a multimode laser diode in the LFF regime by using a generalization of the Lang-Kobayashi equations that incorporates several longitudinal modes. We assume a parabolic gain profile and we take into account the spontaneous emission noise. We show that this model allows to observe two qualitatively different behaviors of the laser on the picosecond time scale for close values of the injection current, all the other parameters being kept constant. The corresponding statistical distributions are in good agreement with two recent experiments.