A change of state directly from solid to gas without changing into liquid state is called:

Sublimation is defined as the phase transition where a substance changes directly from a solid state to a gas phase without passing through the intermediate liquid state [1]. This process occurs when the vapor pressure of the solid is high enough to allow molecules to escape directly into the air, often seen in substances like dry ice or snow in cold climates. In contrast, fusion (or melting) refers to the transition from solid to liquid [2]. Diffusion is the movement and mixing of particles between different states of matter, such as solids or gases dissolving into liquids [3]. Emulsion is a mixture of two or more liquids that are normally immiscible. Therefore, the specific term for a direct solid-to-gas transition is sublimation [1].

Sources

1. [1] Physical Geography by PMF IAS, Manjunath Thamminidi, PMF IAS (1st ed.) > Chapter 24: Hydrological Cycle (Water Cycle) > 24.3. Condensation > p. 329
2. [2] https://www.sciencedirect.com/topics/physics-and-astronomy/phase-change-material
3. [3] https://www.usgs.gov/water-science-school/science/sublimation-and-water-cycle