So the problem is that the JAI jar exported with the Java application do not work on the Linux. We have to explicitly install JAI on the Linux machine for the installed Java application to use.
The one solution that we found out is we exported our Java Application into a jar file and created a installation script, which when run on the Linux machine install the JAI first and after that it install our application.
So this is a one time installation process while installing the application on any fresh Linux machine.