(JDK)Java Developer Kit contains tools needed to develop the Java programs, and JRE to run the programs. The tools include compiler (javac.exe), Java application launcher (java.exe), Appletviewer, etc.
The Java Virtual Machine (JVM) executes the Java programs bytecode (.class file). The bytecode is generated after the compilation of the program by the Java compiler.
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JDK (Java Development Kit)

Java Developer Kit contains tools needed to develop the Java programs, and JRE to run the programs.
Compiler converts java code into byte code. Java application launcher opens a JRE, loads the class, and invokes its main method

JVM (Java Virtual 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.