【Grieve】 , 【mourn】 ,  【sorrow】  mean to feel or express one’s 【sorrow】 or grief.

【Grieve】 implies actual mental suffering, whether it is shown outwardly or not; the term often also connotes the concentration of one’s mind on one’s loss, trouble, or cause of distress.

【Mourn】  may or may not imply as much sincerity as  【grieve】 usually implies, but it does suggest a specific cause (as the death of a relative, friend, sovereign, or national hero) and carries a much stronger implication of the outward expression of grief (as in weeping, lamenting, or the wearing of black garments).

【Sorrow】 may imply grieving or mourning and be used in place of either term when sincere mental distress is implied; in distinctive use, however, it carries a stronger implication of regret or of deep sadness than either of its close synonyms.