Is the word aí the same in Brazilian and European Portuguese?

Yes

The word "ai" is an interjection used to express sudden pain, surprise, or an emotional reaction. Its meaning, spelling, and grammatical function are identical in both Brazilian and Continental Portuguese. The only difference lies in the subtle nuances of pronunciation (specifically the openness of the vowel in the diphthong), which is a common occurrence across most words between the two variants.

Brazilian Portuguese Examples

1. Ai! Isso doeu muito! (Ouch! That hurt a lot!)
2. Ai, meu Deus, o que eu faço agora? (Oh my God, what do I do now?)
3. Ai, que coisa linda! (Oh, how beautiful!)
4. Ai, esqueci minha chave de novo. (Oh, I forgot my key again.)
5. Ai, que preguiça de trabalhar hoje. (Oh, I'm so lazy to work today.)

Portuguese (Portugal) Examples

1. Ai! Isso magoou-me! (Ouch! That hurt me!)
2. Ai, meu Deus, o que é que eu faço agora? (Oh my God, what is it that I do now?)
3. Ai, que coisa tão bonita! (Oh, such a beautiful thing!)
4. Ai, esqueci-me das chaves outra vez. (Oh, I forgot the keys again.)
5. Ai, que preguiça de trabalhar hoje. (Oh, I'm so lazy to work today.)