Differential equations satisfied by modular forms and K3 surfaces

We study differential equations satisfied by modular forms associated to $\Gamma_1\times\Gamma_2$, where $\Gamma_i (i=1,2)$ are genus zero subgroups of $SL_2(\mathbf R)$ commensurable with $SL_2(\mathbf Z)$, e.g., $\Gamma_0(N)$ or $\Gamma_0(N)^*$. In some examples, these differential equations are realized as the Picard--Fuch differential equations of families of K3 surfaces with large Picard numbers, e.g., $19, 18, 17, 16$. Our method rediscovers some of the Lian--Yau examples of ``modular relations'' involving power series solutions to the second and the third order differential equations of Fuchsian type in [14, 15].