IBM DB2 Manual page 197

STDERR and STDOUT output is written to the directory that is specified by the
WORK_DIR parameter in the JAVAENV data set, if that directory exists. If no
WORK_DIR parameter is specified, output goes to the default directory,
/tmp/java, if that directory exists.
Related concepts
"Run-time environment for Java routines" on page 160
Chapter 5. Java stored procedures and user-defined functions
181