Hi Sindhu,
I found the Wifi disconnects normally when the screen times out and turns off. I found out settings to disable it, goto Settings > Wireless & Networks > Wi-Fi settings > Tap the Icon next to home Icon at the bottom(I don't know whats it called, THE FOUR DOTS) > Click on Advanced > Wi-fi Sleep policy > Choose Never when plugged in.
Even then the device will turn off Wifi when its on battery power to save battery, I could not find any workaround to disable this feature completely.
Hope this helps you...
Regards,
BuBu