Machine learning surrogates of partial differential equations (PDEs) are commonly trained on data generated by numerical solvers. Therefore, the training data obey not the PDE but the modified equation of the numerical scheme, and the test loss, computed on data from the same solver, cannot distinguish a model that learned the physics from one that learned the discretization error. Here, we show that the difference is nevertheless visible in the trained model. We propose a suite of structure-preserving fidelity diagnostics, simple scores that measure whether a learned model respects one known property of the physics, such as a conserved quantity, a symmetry or a Hamiltonian structure, without access to the training data or the governing equation. Over five systems, the diagnostics track the error with respect to the true dynamics with a rank correlation of up to $0.94$, while the test loss is uncorrelated or anti-correlated with it. For the Burgers, Korteweg-de Vries and Navier-Stokes equations, the diagnostics separate numerical schemes that the test loss ranks as equivalent, including schemes of the same order. order.

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