Here is my interpretation:
eq0 = I*D[
Subscript[\[Phi],
n][\[Tau]], \[Tau]] + (1 + \[Mu]*
Abs[Subscript[\[Phi], n][\[Tau]]]^2)*
(Subscript[\[Phi], n + 1][\[Tau]]*Exp[I*k] +
Subscript[\[Phi], n - 1][\[Tau]]*Exp[-I*k]) -
\[Nu]*(Abs[Subscript[\[Phi], n][\[Tau]]]^2)*
Subscript[\[Phi], n][\[Tau]]
% /. Subscript[\[Phi], n_] ->
Function[\[Tau], Subscript[\[Chi], n] Exp[-I*\[Theta]*\[Tau]]]
FullSimplify[% /. Subscript[\[Chi], n_] :> Subscript[u, n]/Sqrt[\[Mu]],
Element[\[Theta] | \[Tau] | Subscript[u, n_], Reals] && \[Mu] > 0]
Collect[%*\[Mu]^(
1/2)/(E^(-I (k + \[Theta] \[Tau])) (1 + (Subscript[u, n])^2)),
{Subscript[u, n - 1], Subscript[u, n + 1]}]
I don't know how to get rid of the exponentials.