Basic Concept
When you write a program in C++ it is known as source code. The C++ compiler converts this source code into the machine code of underlying system (e.g. Windows) If you want to run that code on Linux you need to recompile it with a Linux based compiler. Due to the difference in compilers, sometimes you need to modify your code.
Java has introduced the concept of WORA (write once run anywhere). When you write a java program it is known as the source code of java. The java compiler does not compile this source code for any underlying hardware system; rather it compiles it for a software system known as JVM (This compiled code is known as byte code). We have different JVMs for different systems (such as JVM for Windows, JVM for Linux etc). When we run our program the JVM interprets (translates) the compiled program into the language understood by the underlying system. So we write our code once and the JVM runs it everywhere according to the underlying system.

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This concept is discussed in detail below