Integrals of K and E from Lattice Sums

We give closed form evaluations for many families of integrals, whose integrands contain algebraic functions of the complete elliptic integrals $K$ and $E$. Our methods exploit the rich structures connecting complete elliptic integrals, Jacobi theta functions, lattice sums, and Eisenstein series. Various examples are given, and along the way new (including 10-dimensional) lattice sum evaluations are produced.