UML consists of various types of diagrams and models while DFD is a specific diagram. I suggest you research out more what UML is exactly and the concept will be a lot clearer. As for when to use them? well if it fits your system or your company has requirements for you to use em, then use em. There isn't ever a clear cut case on when they should be used, but I use UML a lot on my projects as it helps me plan out the software models I'm working on and has prevented me from doing a lot of code rewrite later during the coding phase. Also pretty charts make people happy and more confident in your software designs.
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