On the Convergence and Size Transferability of Continuous-depth Graph Neural Networks

Abstract: Continuous-depth graph neural networks, also known as Graph Neural Differential Equations (GNDEs), combine the structural inductive bias of Graph Neural Networks (GNNs) with the continuous-depth architecture of Neural ODEs, offering a scalable and principled framework for modeling dynamics on graphs. In this paper, we present a rigorous convergence analysis of GNDEs with time-varying parameters in the infinite-node limit, providing theoretical insights into their size transferability. To this end, we introduce Graphon Neural Differential Equations (Graphon-NDEs) as the infinite-node limit of GNDEs and establish their well-posedness. Leveraging tools from graphon theory and dynamical systems, we prove the trajectory-wise convergence of GNDE solutions to Graphon-NDE solutions. Moreover, we derive explicit convergence rates under two deterministic graph sampling regimes: (1) weighted graphs sampled from smooth graphons, and (2) unweighted graphs sampled from ${0,1}$-valued (discontinuous) graphons. We further establish size transferability bounds, providing theoretical justification for the practical strategy of transferring GNDE models trained on moderate-sized graphs to larger, structurally similar graphs without retraining. Numerical experiments using synthetic and real data support our theoretical findings.