All-order differential equations for one-loop closed-string integrals and modular graph forms

We investigate generating functions for the integrals over world-sheet tori appearing in closed-string one-loop amplitudes of bosonic, heterotic and type-II theories. These closed-string integrals are shown to obey homogeneous and linear differential equations in the modular parameter of the torus. We spell out the first-order Cauchy-Riemann and second-order Laplace equations for the generating functions for any number of external states. The low-energy expansion of such torus integrals introduces infinite families of non-holomorphic modular forms known as modular graph forms. Our results generate homogeneous first- and second-order differential equations for arbitrary such modular graph forms and can be viewed as a step towards all-order low-energy expansions of closed-string integrals.