When someone won't change their mind it's called stubbornness or inflexible.
There are also several psychological phenomena which can make it difficult for people to change their mind.
Some of the psychological phenomena that can make it difficult for people to change their minds are confirmation bias, cognitive dissonance and belief perseverance.
Confirmation bias is the tendency to seek out information which supports your existing beliefs and dismisses information which contradicts them.
Belief perseverance is the tendency to stick to initial beliefs even when faced with new or contradicting information.
Cognitive dissonance is the mental discomfort that is experienced when someone holds two or more contradictory beliefs, values or ideas.
Some other factors that can make it difficult for someone to change their mind are avoidance of complexity, illusion of explanatory depth, emotional influence on risk assessment and causality and ignorance gap.
It's also important to remember that everyone is also entitled to have their own opinions, even if the person opinions differ from your opinions.
You should not try to force someone to change their mind as it can be unproductive and frustrating.
Some people may change their mind and others will never change their mind about things.