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Let \\(Q=[q_{ij}]\\) be a \\(Q\\)-matrix, totally stable and conservative, and \\(Q_ \\lambda=Q+\\lambda[\\delta_{i+1,j}-\\delta_{i,j}]\\) for \\(\\lambda\\geq 0\\). The operator acting on the space \\(B(E)\\) of bounded functions \\(f\\) is denoted by \\(\\Omega(\\lambda)\\),  \\[ \\Omega(\\lambda)f(i)=\\sum_ j q_{i,j}(f(j)-f(i))+\\lambda(f(i+1)-f(i)), \\]  \\(\\delta\\) is Kronecker's. For \\(s>0\\), the set of all probability measures \\(u\\) on \\(E\\) with finite moment of order \\(s\\) is denoted by \\({\\mathcal P}_ s(E)\\). The norm of \\(u\\in{\\mathcal P}_ 1(E)\\) is \\(\\| u\\|=\\sum u(y)y\\).   The main object of this article is the nonlinear master equation  \\[ (d/dt)u_ t(x)=\\sum u_ t(y)\\Omega(\\| u_ t\\|)\\delta_ x(y) \\]  with initial condition \\(u_ 0(y)=v(y)\\), where \\(v\\in{\\mathcal P}_ 1(E)\\) is given. A solution of the above equation is by definition a probability distribution \\(P\\) on the canonical Skorokhod space of cadlag paths on \\(E\\), whose marginal distributions \\(u_ t\\) satisfy the above system. McKean introduced the Markov property for a solution: there is a transition function \\(p(s,i;t,j)\\) satisfying for all \\(s,t\\geq 0\\) and \\(i,j\\in E\\),  \\[ (d/ds)p(t,i;t+s,j)=\\sum_ k p(t,i;t+s,k)\\Omega(\\| u_{t+s}\\|)\\delta_ j(k) \\]  and the conditional probability  \\[ P(X_{t+s}=j\\mid F_ t)=p(t,X_ t;t+s,j). \\]  There is also a martingale formulation of the equation: for \\(j\\in E\\), \\(\\delta_ j(X_ t)-\\int^ t_ 0\\Omega(\\| u_ s\\|)\\delta_ j(X_ s)ds\\) is a martingale, where \\(u_ t=P\\circ X^{-1}_ t\\). In Theorem 1.1 the martingale problem is solved when for all \\(k\\in E\\), (1.1) \\(\\sup(q_{i,k}: i\\neq k)<\\infty\\), and (1.2) \\(\\sum_ j q_{k,j}(j^ \\alpha-k^ \\alpha)\\leq M+\\lambda k^ \\alpha\\), where \\(\\alpha>1\\), \\(M>0\\), \\(\\lambda>1\\) are fixed. With another condition (1.3), Theorem 1.2 shows that the martingale solution is the unique Markovian solution of the master equation.   The birth-death model when \\(a_ i=q_{i,i-1}\\), \\(b_ i=q_{i,i+1}\\) is discussed in \\(\\S 4\\), and uniqueness and existence of the stationary solutions are established in Theorem 4.2 under suitable conditions. A Markovian solution \\(P\\) is stationary if for all \\(t\\geq 0\\), \\(P_ t\\circ X^{-1}=u\\); \\(u\\) is called a stationary distribution. (Definition 4.1 given in the article is a little bit confusing!) Theorem 4.3 asserts the finiteness of the number of stationary distributions, whith some polynomial growth condition of \\((a_ i)\\) and \\((b_ i)\\) added. These are applied to the second Schl\u00f6gl model, resulting in the change of the number of stationary distributions (Theorem 1.3). This is the phenomenon of phase 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