Deep learning (DL) has demonstrated promise for accelerating and enhancing the accuracy of flow physics simulations, but progress is constrained by the scarcity of high-fidelity training data, which is costly to generate and inherently limited to a small set of flow conditions. Consequently, closures trained in the conventional offline paradigm tend to overfit and fail to generalise to new regimes. We introduce an online optimisation framework for DL-based Reynolds-averaged Navier--Stokes (RANS) closures which seeks to address the challenge of limited high-fidelity datasets. Training data is dynamically generated by embedding a direct numerical simulation (DNS) within a subdomain of the RANS domain. The RANS solution supplies boundary conditions to the DNS, while the DNS provides mean velocity and turbulence statistics that are used to update a DL closure model during the simulation. This feedback loop enables the closure to adapt to the embedded DNS target flow, avoiding reliance on precomputed datasets and improving out-of-distribution performance. The approach is demonstrated for the stochastically forced Burgers equation and for turbulent channel flow at $Re_\tau=180$, $270$, $395$ and $590$ with varying embedded domain lengths $1\leq L_0/L\leq 8$. Online-optimised RANS models significantly outperform both offline-trained and literature-calibrated closures, with accurate training achieved using modest DNS subdomains. Performance degrades primarily when boundary-condition contamination dominates or when domains are too short to capture low-wavenumber modes. This framework provides a scalable route to physics-informed machine learning closures, enabling data-adaptive reduced-order models that generalise across flow regimes without requiring large precomputed training datasets.
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