No.
The java compiler must convert sources into bytecode, which has to be made following very strict standars.
You can even use 3rd party java compilers (I have used jikes for example), which produce same bytecode as the sun or ibm or say-a-name javac.
Naturally the compiler itself is an executable (normally) so you have to use a compier compiled (sorry for the word trick) for the platform you are working with (no javac for linux can run on windows), but that I believe is just common sense.
You can run into some kind of problem if your OS is not correctly supporting UTF-8 names or things like that, or if your source file are writtend with an encoding which differs from the default encoding of the compiler ... ecc.. ecc..
There is a wide range of things that can go wrong when messing with characters above 127 ascii, either than that I can't imagine a situation where a compile can bring different results from one platform to another.
If you have a specific problem ... say it so the reply will be more to the point ...
P.S.: never mess with char above 0x7F in source files ...