The 1N5817 is a Schottky diode with a low forward voltage drop and high switching speed. It is commonly used in high frequency applications like Inverters, DC-DC converters etc.
The 1N914 is a small signal diode which can handle low voltage and low current. The diode can switch at high speed and hence normal used in switching applications and not in rectifier applications.
BAT54A is a Schottky Barrier Diode only available in SMD (Surface Mount Device) package which offers low turn ON voltage drop and fast switching capability.