Not sure whether this is a programming problem. I began to suspect so... but then I ran the Java program (executable jar) in question in a Windows console instead of a Cygwi
Thanks to Paul and Zhong Yu for the answers here.
To print to Cygwin do this sort of thing:
PrintStream out = new PrintStream(System.out, true, "UTF-8");
out.print( outputString );
To read from Cygwin do this sort of thing:
BufferedReader br = new BufferedReader( new InputStreamReader(System.in, "UTF-8") );
String nextInputLine = br.readLine();
Slightly amazed that this question has not come up before re Cygwin.