When we discuss about Java, the  words which got clicked into my mind are JDK, JRE and JVM. For a common man these are only words which starts from letter J but for a technical person, these are the building blocks of Java.          

Frankly speaking when I was new to Java ,I was very confused with these there words. It seems like the same. But after some time when I got familiar with it I got to know that it’s a magical thing. So let’s take a ride of JDK with JVM and JRE.

JDK (Java Development Kit)

JDK or the Java Development Kit is a set of a Java compiler, a Java interpreter, developer tools, Java API libraries, documentation which can be used by Java developers to develop Java-based applications.

Compiler converts java code into byte code. Java application launcher opens a JRE, loads the class, and invokes its main method.

You need JDK, if at all you want to write your own programs, and to compile them. For running java programs, JRE is sufficient.

JRE is targeted for execution of Java files.

JRE = JVM + Java Packages Classes(like util, math, lang, awt,swing etc)+runtime libraries.

JDK is mainly targeted for java development. You can create a Java file (with the help of Java packages), compile a Java file and run a java file

You can also say that JDK is a super set of JVM and JRE.

JRE (Java Runtime Environment)

Java Runtime Environment contains JVM, class libraries, and other supporting files. It does not contain any development tools such as compiler, debugger, etc. Actually JVM runs the program, and it uses the class libraries, and other supporting files provided in JRE.

If you want to run any java program, you need to have JRE installed in the system or we can also say like this JRE is a minimum set that includes a Java interpreter, Java API libraries, Java browser plug-in, which make up the minimum environment to execute Java-based applications.

The Java Virtual Machine provides a platform-independent way of executing code; programmers can concentrate on writing software, without having to be concerned with how or where it will run.

If you just want to run applets (ex: Online Yahoo games or puzzles), JRE needs to be installed on the machine.

JVM (Java Virtual Machine)

The JVM or Java Virtual Machine is the core of the Java platform and is a part of both the JDK and JRE that translates Java byte codes and executes them as native code on the client machine.

As we all aware when we compile a Java file, output is not an 'exe' but it's a '.class' file. '.class' file consists of Java byte codes which are understandable by JVM. Java Virtual Machine interprets the byte code into the machine code depending upon the underlying operating system and hardware combination. It is responsible for all the things like garbage collection, array bounds checking, etc… JVM is platform dependent.

The JVM is called "virtual" because it provides a machine interface that does not depend on the underlying operating system and machine hardware architecture. This independence from hardware and operating system is a cornerstone of the write-once run-anywhere value of Java programs.

There are different JVM implementations are there. These may differ in things like performance, reliability, speed, etc. These implementations will differ in those areas where Java specification doesn’t mention how to implement the features, like how the garbage collection process works is JVM dependent, Java spec doesn’t define any specific way to do this.

so that's all from my side hope now you are clear with the difference