AFAIK, there's no legal requirement. However I suggest some family photos (maybe with dates visible) to show that you're together. Better yet, include friends and neighbors in the photos so they can confirm your relationship.

This probably won't be an issue unless parents and kids look different. I think it was in Texas a few years back that a white grandfather was handcuffed when he was taking a walk with his "Black" (biracial or adopted -- I don't recall) grandkid. Gross overreaction by the cops.