The authors propose a physico-mathematical model to describe nonequilibrium filtration and diffusion of gas in coal in the framework of heterogeneous medium mechanics considering physical desorption. The model consists of a set of nonhomogeneous parabolic equations with. In terms of problems on propagation of compression and rarefaction waves, effect of nonequilibrium desorption on parameters of these waves is revealed. The problem on initiation and steady-state of a shock wave in coal is solved.