The self-energies in Quantum Electrodynamics (QED) are not only fundamental physical quantities but also well-suited for investigating the mathematical structure of perturbative Quantum Field Theory. In this talk, I will discuss the QED self-energies up to the fourth order in the loop expansion. Going beyond one loop, where the integrals can be expressed in terms of multiple polylogarithms, we encounter functions associated with an elliptic curve, a K3 surface and a Calabi-Yau threefold. I will review the method of differential equations and apply it to the scalar Feynman integrals appearing in the self-energies. Special emphasis will be placed on the concept of canonical bases and on how to generalize them beyond the polylogarithmic case, where they are well understood. Furthermore, I will demonstrate how canonical integrals may be identified through a suitable integrand analysis.