Java has become a very fast language. It is comparable to C++ while still maintaining it's platform independence. However, because it is platform independent, it still sucks when it comes to hardware manipulation. This is where C++ is still king. You can, however, implement native libraries like rockonkenshin said, but then you have to ask yourself why are you even using java at all? You just tied your implementation down to a specific set of hardware and dissolved the platform independence. You may as well have just done the entire project in C++ from the start.

And what about unity and jmonkeyengine, from the demos they work reasonnably fast

Unity isn't a Java framework. JMonkeyEngine I believe also uses native components and works pretty well. If you were going to start a new project I would have to recommend Unity over anything else.