The Nappi-Witten Lie algebra was first introduced by C. Nappi and E. Witten in the study of Wess-Zumino-Novikov-Witten (WZNW) models. They showed that the WZNW model (NW model) based on a central extension of the two-dimensional Euclidean group describes the homogeneous four-dimensional space-time corresponding to a gravitational plane wave. The associated Lie algebra is neither abelian nor semisimple. Recently K. Christodoulopoulou studied the irreducible Whittaker modules for finite- and infinite-dimensional Heisenberg algebras and for the Lie algebra obtained by adjoining a degree derivation to an infinite-dimensional Heisenberg algebra, and used these modules to construct a new class of modules for non-twisted affine algebras, which are called imaginary Whittaker modules. In this paper, imaginary Whittaker modules of the twisted affine Nappi-Witten Lie algebra are constructed based on Whittaker modules of Heisenberg algebras. It is proved that the imaginary Whittaker module with the center acting as a non-zero scalar is irreducible.
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