One of the things your fiance is going to have to come to grips with is that this is going to be the most difficult thing he has ever faced; and may ever face. Hours are tough, subject matter is complicated, and the effort required is beyond anything the average high school/college student has ever had put before them. No matter what some people will say, it is not a simple program and does require effort and ability.
It's rare to find a job or learning institution where your best may not be good enough. The Navy nuclear program is one of those rare beasts. You may try your hardest, put forth 100% of everything you have, devote all of your being and still come up wanting. Failure in the persuit of something beyond your abilities is not something to be ashamed of; however, not living up to your potential is. There is a good chance that your fiance is not just dealing with a struggle of academic difficulty, but is also struggling with being alone, being taxed with new rules, and finding that being smart is no longer a unique attribute.
As for what you can do to convince him... Just make sure that you are not one more stress in his life. When he calls you, do not focus on how much you miss him, but remind him how proud you are that he's supporting your freedom. When he lets you know that he's struggling in his classes, don't compound it by comparing your struggles; instead, remind him that you believe in him. Remember that you may have to put your relationship on hold while he's going through this. It's not an easy program, and to add the struggles of a developing love into it is only going to put undue stress on him and your tenuous relationship.
Good luck, and keep us posted,
Bradley