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Local commuting charges in sigma-models with classical Lie groups as target manifolds are shown to be related to the conserved quantities appearing in the Drinfeld-Sokolov (generalized mKdV) hierarchies. Conversely, the Drinfeld-Sokolov construction can be used to deduce the existence of commuting charges in these and in wider classes of sigma-models, including those whose target manifolds are exceptional groups or symmetric spaces. This establishes a direct link between commuting quantities in integrable sigma-models and in affine Toda field theories.

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