AJAX is a part of Javascript programming. Javascript is just a client-side scripting language that is used to control a web page once a user has downloaded the page. AJAX is a particular usage of Javascript in which javascript communicates with the remote script and receives the response from the server, without having to reload the whole page.
Ajax on Java starts allows you to write some applications that use client-side JavaScript to request information from a Java servlet and display it without doing a full page reload. It also presents several strategies for communicating between the client and the server, including sending raw data, and using XML or JSON (JavaScript Object Notation) for sending more complex collections of data.