Coherent sheaves on surfaces, COHAs and deformed $W_{1+\infty}$-algebras

We compute the cohomological Hall algebra of zero-dimensional sheaves on an arbitrary smooth quasi-projective surface $S$ with pure cohomology, deriving an explicit presentation by generators and relations. When $S$ has trivial canonical bundle, this COHA is isomorphic to the enveloping algebra of deformed trigonometric $W_{1+\infty}$-algebra associated to the ring $H^*(S,\mathbb{Q})$. We also define a double of this COHA, show that it acts on the homology of various moduli stacks of sheaves on $S$ and explicitly describe this action on the products of tautological classes. Examples include Hilbert schemes of points on surfaces, the moduli stack of Higgs bundles on a smooth projective curve and the moduli stack of $1$-dimensional sheaves on a $K3$ surface in an ample class. The double COHA is shown to contain Nakajima's Heisenberg algebra, as well as a copy of the Virasoro algebra.