A nonlinear model of the quantum harmonic oscillator on two-dimensional
spaces of constant curvature is exactly solved. This model depends of a
parameter $\la$ that is related with the curvature of the space. Firstly the
relation with other approaches is discussed and then the classical system is
quantized by analyzing the symmetries of the metric (Killing vectors),
obtaining a $\la$-dependent invariant measure $d\mu_\la$ and expressing the
Hamiltonian as a function of the Noether momenta. In the second part the
quantum superintegrability of the Hamiltonian and the multiple separability of
the Schr\"odinger equation is studied. Two $\la$-dependent Sturm-Liouville
problems, related with two different $\la$-deformations of the Hermite
equation, are obtained. This leads to the study of two $\la$-dependent families
of orthogonal polynomials both related with the Hermite polynomials. Finally
the wave functions $\Psi_{m,n}$ and the energies $E_{m,n}$ of the bound states
are exactly obtained in both the sphere $S^2$ and the hyperbolic plane $H^2$.Comment: 35 pages, 7 figure