  New problem is considered that is to find nonlinear differential equations
with special solutions. Method is presented to construct nonlinear ordinary
differential equations with exact solution. Crucial step to the method is the
assumption that nonlinear differential equations have exact solution which is
general solution of the simplest integrable equation. The Riccati equation is
shown to be a building block to find a lot of nonlinear differential equations
with exact solutions. Nonlinear differential equations of the second, third and
fourth order with special solutions are given. Most of these equations are used
at the description of processes in physics and in theory of nonlinear waves.
