Java is a high level programming language. A program written in high level language cannot be run on any machine directly. First, it needs to be translated into that particular machine language. The javac compiler does this thing, it takes java program (.java file containing source code) and translates it into machine code (referred as byte code or .class file).
Java Virtual Machine (JVM) is a virtual machine that resides in the real machine (your computer) and the machine language for JVM is byte code. This makes it easier for compiler as it has to generate byte code for JVM rather than different machine code for each type of machine. JVM executes the byte code generated by compiler and produce output. JVM is the one that makes java platform independent.
So, now we understood that the primary function of JVM is to execute the byte code produced by compiler. Each operating system has different JVM, however the output they produce after execution of byte code is same across all operating systems. Which means that the byte code generated on Windows can be run on Mac OS and vice versa. That is why we call java as platform independent language. The same thing can be seen in the diagram below:
So to summarise everything: The Java Virtual machine (JVM) is the virtual machine that runs on actual machine (your computer) and executes Java byte code. The JVM doesn’t understand Java source code, that’s why we need to have javac compiler that compiles *.java files to obtain *.class files that contain the byte codes understood by the JVM. JVM makes java portable (write once, run anywhere). Each operating system has different JVM, however the output they produce after execution of byte code is same across all operating systems.