Graph Neural Differential Equations (GNDEs) model continuous-time graph dynamics by parameterizing Neural ODE velocity fields with Graph Neural Networks. Their local, size-independent filters suggest a zero-shot size-transfer principle: train on a small graph and deploy on larger, similar graphs without retraining. We develop a quantitative theory for this principle on sparse random graphs sampled from graphons. We consider Graphon Neural Differential Equations (Graphon-NDEs) and adjoint Graphon-NDEs as the infinite-node limits of the forward and adjoint GNDE systems, and establish well-posedness. For an
n-node random graph with sparsity parameter
αn, we prove trajectory-wise convergence of GNDE solutions to Graphon-NDE solutions at rate
O((αnn)−1/2), up to logarithmic factors, with high probability. We also establish uniform-in-time convergence bounds for adjoint systems governing hidden-state and parameter gradients. We further study discretize-then-optimize (DTO) and optimize-then-discretize (OTD) training. Under explicit Euler discretization with
M steps, we show that DTO and OTD are asymptotically consistent, with hidden-state and local parameter-gradient discrepancies of orders
O(1/M) and
O(1/M2), respectively, up to sparsity and logarithmic factors. Experiments on HSBM and tent graphons support the theoretical rates, while zero-shot transfer experiments across four graphon classes demonstrate accurate deployment of learned GNDEs on larger independently sampled graphs.