Abstract
Non-perturbative effects play an extremely important role in the moderntheoretical physics. For example, they are known to be responsible forvarious physical phenomena such as confinement and dualities.An especially rich arena for these effects is provided by gauge andstring theories. In particular, for theories with N=2 supersymmetry in4 dimensions, recent years marked a remarkable progress in understandingtheir non-perturbative dynamics. May be one of the most intriguing findingsis the appearance of integrability in several, sometimes differentlylooking problems. These results provide non-trivial relations betweendifferent physical systems and mathematical constructions and givea hope that many longstanding problems can be in fact exactly solvable.The thesis is supposed to explore these relations between non-perturbativeeffects and integrability. More precisely, it is suggested to study the problemof compactifications of string theories which preserve N=2 supersymmetry.Their low-energy effective action is completely determined by a metricon a certain moduli space which is known to receive instanton corrections.Although many of them have been already found, the complete non-perturbativedescription is still out of reach. On the other hand, its relevance goes muchbeyond the effective action mentioned above since it should encode informationabout S-duality, non-perturbative mirror symmetry, wall-crossing, supersymmetricblack holes. Thus, working in this direction would allow not only to obtaininteresting results, but also to study many related subjects in string theory,mathematics and other research areas.