Sublimation or subliming. The verb form of the word is: to sublime.

Dry ice will not melt to form the liquid state at atmospheric pressure. It will directly sublime from the solid state to the gas state.

Other substances sublime also: for example moth balls and even water. If wet clothes are hung on a chothes line at temperatures below freezing, they will dry slowly even if they are frozen.

Suggested experiment:

Carefully and quickly measure the dimensions of an ice cube before it begins to melt. Place it on a cold saucer so it won't melt and return it to the freezer for a month. Measure the dimensions again. It should be smaller. Where did the ice go?