I was researching what might be happening here. I found an article about troubleshooting wifi connections on an iOS device like your phone called iOS: Troubleshooting Wi-Fi networks and connections found here http://support.apple.com/kb/ts1398.
- Tap Settings > Wi-Fi and turn Wi-Fi off and then on again.
- Verify that you are in range of your Wi-Fi router or base station.
- Confirm that your Wi-Fi router and Cable/DSL modem are connected to power and turned on.
- Check whether other devices (portable computers, for example) are able to connect to the Wi-Fi network and access the Internet.
- Update your Wi-Fi router to the latest firmware.
- For AirPort Base Stations, refer to this article for information about firmware updates. For third-party Wi-Fi routers, check the manufacturer's website for details on updating your firmware.
- Restart your iOS device
- Hold the On/Off button until "slide to power off" appears. Slide to power off your device. When it is off, press the On/Off button to turn it back on.
There are more steps down toward the bottom if these initial steps dont quite fit the bill.