A hyperelliptic saga on a generating function of the squares of Legendre polynomials

We decompose the generating function $\sum_{n=0}^\infty\binom{2n}nP_n(y)^2z^n$ of the squares of Legendre polynomials as a product of periods of hyperelliptic curves. These periods satisfy a family of $\textit{second}$ order differential equations. This is highly unusual since $\textit{four}$ is the expected order for genus 2. These second order equations are arithmetic and yet, surprisingly, their monodromy group is dense in $\operatorname{SL}_2(\mathbb{R})$. This suggests that they cannot be solved in terms of hypergeometric functions, which is novel for arithmetic second order differential equations that are $\textit{defined over}$ $\mathbb{Q}$, and also novel for a $\textit{family}$ of such equations. We complement our analysis with a recipe for constructing similar examples. Maple's support for the paper is available at https://www.math.fsu.edu/~hoeij/saga/.