Rahul Sharma The web.xml file provides configuration and deployment information for the Web components that comprise a Web application. Examples of Web components are servlet parameters, servlet and JavaServer Pages (JSP) definitions, and Uniform Resource Locators (URL) mappings. This is located in the WEB-INF directory.
Weblogic.xml is the configuration file for all the applications lying in the domain created. It lies in the META-INF directory and contains parameters such as auth-filter, charset-params, container-descriptor, context-root, description etc..
Ananth Srinivas Adding to Rahul Sharma application.xml descriptor file for an enterprise application contains basic configuration and deployment information for an application, such as the name and location ofeach module (Every EJB) in the enterprise application and application-wide security roles.
Kiran Kumar Ravula Web applications are configured using the web.xml and weblogic.xml deployment descriptors, which:
Define the run-time environment
Map URLs to servlets and JSPs
Define application defaults such as welcome and error pages
Specify J2EE security constraints
Define work managers for applications
Set the context root for the application- Kiran Kumar Ravula What information will be available in “web.xml” file?
The web.xml file is a deployment descriptor that is used to configure the following:
Servlets and JSP registration
Servlet initialization parameters
JSP tag libraries
MIME type mappings
Welcome file list
Error pages
Security constraints and roles
Resources
EJB references - Kiran Kumar Ravula What information will be available in “weblogic.xml” file?
Using weblogic.xml, you can configure the following:
The application’s root context path
Application logging
Security role mappings
Advanced session settings
Session clustering
References to shared libraries
References to server resources (data sources, EJBs, and so on)
Work managers and threading
Virtual directories
JSP compiler options 
Vivek Ranjan In simple word...
Application.xml:- it specifies war files and other application level context . An application is nothing but a bunch of war file.
Web.xml:- the web.xml hold lot more detail information for the war file . It includes the web app name , servlet mapping,Security roles etc.
Weblogic.xml:- weblogic specified deployment descriptor file named weblogic.xml ,which define how named resourses in the web.xml file are mapped to weblogic server resourse .
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