No. As soon as you sync it or save it to your photo album, the iPhone categorizes it and renames it with a random name, such as IMG_4282.PNG. They are chronological and that helps when searching for something in the file system. The most recent photos are in the last folder and at the bottom of the list.
If you keep it out of the Photos app and in another folder, such as Private/var/mobile/Library/Attachments, it will keep the name, but you'll have to access it through iFile rather than the Photos app.