Can electron jumps to higher energy state without absorbing photon? The shorter the wavelength of the electromagnetic wave the more energy it carries, when it hits an atom and gets absorbed the electron gains kinetic energy and jumps to higher energy state. Are there any alternate mechanism whereby an electron can perform a jump into different energy state without exchanging photon?
 A: 
The shorter the wavelength of the electromagnetic wave the more energy it carries, when it hits an atom and gets absorbed the electron gains kinetic energy and jumps to higher energy state.

This happens only if the energy of the photon is equal (within the width of the energy levels) to the difference between the energy levels. The "gaining kinetic energy and jumping" is only within the crude Bohr model . In the quantum mechanical exact formulation the electrons change orbitals.

My question is are there any alternate mechanism whereby an electron can perform a jump into different energy state without exchanging photon?

The electron is an elementary particle and is trapped in the energy levels of an atom by electromagnetic interactions. These have been studied extensively and there exists a theory that can calculate the probabilities of interaction for specific problems, which depends on Feynman diagrams. In this there exist virtual particles and particularly virtual photons which can be exchanged in  atoms interacting with atoms.
Therefore a probability can be calculated for an atom scattering off an atom to raise the energy level of an electron to a higher one, by the kinetic energy transferred represented as a virtual photon exchange. This probability is finite and this is another way that the electrons can get to a higher energy level. This is true for molecules scattering on molecules and all similar cases. (Actually this is the way black body radiation is created)
More exotic exchanges could theoretically exist,but they would still go through virtual particle exchange diagrams and  the probabilities are very very small for other interactions than the electromagnetic one due to the values of the coupling constants and the very small energies involved in atomic (etc) energy levels.
If one considers virtual photons, which have the quantum numbers of the photon but are off mass shell as equivalent to real on mass shell photons the answer is , no always a photon is involved, real or virtual.
