Chiral symmetries of the WZNW model by hamiltonian methods
نویسندگان
چکیده
منابع مشابه
Dynamical r-matrices and Poisson-Lie symmetries in the chiral WZNW model
We briefly review the possible Poisson structures on the chiral WZNW phase space and discuss the associated Poisson-Lie groupoids. Many interesting dynamical r-matrices appear naturally in this framework. Particular attention is paid to the special cases in which these r-matrices satisfy the classical dynamical Yang-Baxter equation or its PoissonLie variant. Talk presented at the Workshop on In...
متن کاملN = 2 Chiral Wznw Model in Superspace
We study the Poisson bracket algebra of the N = 2 supersymmetric chiral WZNW model in superspace. It involves two classical r-matrices, one of which comes from the geometrical constraints implied by N = 2 supersymmetry. The phase space itself consists of superfields satisfying constraints involving this r-matrix. An attempt is made to relax these constraints. The symmetries of the model are inv...
متن کاملChiral zero modes of the SU(n) WZNW model
We define the chiral zero modes’ phase space of the G = SU(n) Wess-Zumino-Novikov-Witten (WZNW) model as an (n − 1)(n + 2)dimensional manifoldMq equipped with a symplectic form Ωq involving a Wess-Zumino (WZ) term ρ which depends on the monodromy M and is implicitly defined (on an open dense neighbourhood of the group unit) by dρ(M) = 1 3 tr (MdM) . (∗) This classical system exhibits a Poisson-...
متن کاملThe non-Abelian momentum map for Poisson-Lie symmetries on the chiral WZNW phase space
The gauge action of the Lie groupG on the chiral WZNW phase spaceMǦ of quasiperiodic fields with Ǧ-valued monodromy, where Ǧ ⊂ G is an open submanifold, is known to be a Poisson-Lie (PL) action with respect to any coboundary PL structure on G, if the Poisson bracket on MǦ is defined by a suitable monodromy dependent exchange r-matrix. We describe the momentum map for these symmetries when G is ...
متن کاملa study on insurer solvency by panel data model: the case of iranian insurance market
the aim of this thesis is an approach for assessing insurer’s solvency for iranian insurance companies. we use of economic data with both time series and cross-sectional variation, thus by using the panel data model will survey the insurer solvency.
ذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Physics Letters B
سال: 1995
ISSN: 0370-2693
DOI: 10.1016/0370-2693(95)00453-r