Nonlinear differential equations satisfied by certain classical modular forms

A unified treatment is given of low-weight modular forms on Γ₀(N), N = 2,3,4, that have Eisenstein series representations. For each N, certain weight-1 forms are shown to satisfy a coupled system of nonlinear differential equations, which yields a single nonlinear third-order equation, called a generalized Chazy equation. As byproducts, a table of divisor function and theta identities is generated by means of q-expansions, and a transformation law under Γ₀(4) for the second complete elliptic integral is derived. More generally, it is shown how Picard-Fuchs equations of triangle subgroups of PSL(2, R), which are hypergeometric equations, yield systems of nonlinear equations for weight-1 forms, and generalized Chazy equations. Each triangle group commensurable with Γ(1) is treated.