“Had it been down to him, [director Calixto Bieito would] have called the show The Anatomy of Melancholy, after the encyclopedic study by 17th-century scholar Robert Burton, whom he calls the British Montaigne. With a nod to the box office, however, he’s gone for a title that sums up a show in which the Heath Quartet will play angsty Ligeti, while four actors draw on texts ranging from WH Auden’s The Age of Anxiety to Byung-Chul Han’s The Burnout Society.”