Soldering is a way of joining two pieces of metal together by melting a special type of metal called solder. It is usually done with a soldering iron and takes less heat than welding. Welding is a way of joining two pieces of metal together by melting them together with an arc of electricity or a gas flame. It takes more heat than soldering and requires special protective gear.
Soldering’s weakest link tends to be the solder material, which being tin based is very easy to tear. Welding’s weakest link tends to be either the surrounding material or inflexibility.
Soldering can be relatively localized with heat, so it can be done within cm’s (or mm’s with robots’ precision instead of human hands) of heat sensitive material. Welding can start a fire several cm away.
Soldering gives an electronic connection that happens to be physical. Welding gives a physical connection that happens to be electronic.
Contrary to what others have said, it is not necessary to melt any material to achieve a weld. Friction stir welding for example has no filler and the base material is not melted. Welding does typically (but not always) require heat though.
The characteristic feature of a weld is that the two materials have fused together at a molecular level, rather than simply sitting next to each other with an adhesive material in between. This is easiest to achieve at high temperatures because the molecules of the material can be repositioned more easily, allowing them to merge fully at the weld.
There is also brazing which is basically soldering but for structural applications, where soldering is more about achieving electrical continuity.
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