I'm sorry to hear you're having trouble with your phone. How old is it? If it is still under a year old, it should be covered by warranty (provided there is no physical damage or water damage). If that's the case, you should be able to take it to a warranty center to have them take a look.
Unfortunately, it's difficult to say for sure what's causing your phone to turn off by itself without any diagnostic tools. If the phone is older, you may be eligible for an upgrade. Did you have insurance on your phone?
For more information about warranty centers and device upgrades, simply click on the links below.