In the Islamic terminology...
In the Islamic terminology, it means a humble prayer by a modest person to a superior. In another words, Dua means calling Almighty God for our needs and problems. It is a method of communication by means of which any soul on earth may present his/her requests to the Almighty God. According to Ave Sina (his Persian name: Ibn Sina) in Kitab al-Najat: Dua (Prayer) is that which enables the soul to realize its divinity. Through prayer human beings worship absolute truth, and seek an eternal reward.
Prayer is the foundation-stone of religion; and religion is the means by which the soul is purified of all that pollutes it. Prayer is the worship of the Creator of all things, the Supreme ruler of the entire world, the Source of all strength. Prayer is the adoration of the one whose being is necessary. The Almighty God likes to help us and He Himself asks us to call Him, whenever we need His help. Almighty God, the most Exalted, says in His Glorious Book: "(Oh!
Prophet) when my servants ask you about me, then (say to them) verily, I am near. I answer the prayer of supplicant when he beseeches me". (The holy Qur'an. 2: 186 ) Many verses in the holy Qur'an lay stress on Dua, and explain the value of Dua. Also, there are numerous traditions of the holy Prophet (p.b.u.h) and Imams (p.b.u.t.) which stress on the importance of Dua in the life of a believer. Almighty God openly invites us for invocation. "And your God says: Call upon Me, I will answer you".
(The holy Qur'an. 40 : 60 ) Almighty God loves the hands of His creatures that are stretched before Him with all humility, imploring Him to grant his/her prayers. Almighty God feels shy of returning those supplications unanswered and unattended. Saying of the holy Prophet (p.b.u.h.) confirms it. It is narrated by Salman Farsi, the holy Prophet (p.b.u.h.) said, "Almighty God is modest as well as generous.
When His servant spreads his hands before Him [for prayers], He feels shy to return them empty handed" [Abu Dawood, Tirmizi. and Ibne Ma'ja]. His response comes in three ways: Either He accepts, or differs, or sheds our sins; or elevates our position in Akhirah (Hereafter). But on the other hand we, human beings, due to our utter ignorance start complaining without understanding the logic, as it can be seen in the following story.
Shipwreck: Faith in Allah The only survivor of a shipwreck was washed up on a small, uninhabited island.