What is the difference between JDK and JRE?
What are their roles and when should I use one or the other?
JVM, JRE, JDK - these are all the backbone of Java language. Each component work separately. JDK and JRE physically exist but JVM is an abstract machine that means it does not physically exist.
JVM is the subsystem of JDK and JRE which is used to check the intermediate code known as "bytecode". It first loads the "class file" (having .c extension) generated by the Java compiler (javac) through JVM subsystem classloader and classified memory location (class area, stack, heap and pc registers) according to their use. Then it checks all the bytecode to ensure that it is returned in Java and all memory accessibility access by the network. The interpreter's work starts after that where it checks the whole program line by line. The results are finally shown in the console/browser/application through JRE (Java Runtime Environment) which runtime facilities.
JRE is also a subsystem of JDK which provides runtime facilities like JVM, classes, executable files like .jar file, etc.
JDK stands for Java Development Kit. It contains all necessary components used in Java programming such as class, method, swing, AWT, package, Java (interpreter), javac (compiler), appletviewer (applet application viewer), etc. To conclude, it contains every file required for developing applications, whether standalone or web-based.
Here's a simple response directly from Oracle http://docs.oracle.com/javase/7/docs/technotes/guides/
Java SE Runtime Environment (JRE)
The JRE provides the libraries, Java virtual machine, and other components necessary for you to run applets and applications written in the Java programming language. This runtime environment can be redistributed with applications to make them free-standing.
Java SE Development Kit (JDK)
The JDK includes the JRE plus command-line development tools such as compilers and debuggers that are necessary or useful for developing applets and applications.