Remember to take short breaks. Lectures are usually 50 minutes long, and that's about the length of time most people can direct their attention to one task. But, that's just an average. Your concentration time span might be less (20 - 35 minutes) or longer (perhaps 90 minutes).
When you take a break, oxygenate (get more oxygen to your brain). Get up and walk around the room for a couple of minutes. When we sit for long periods, blood tends to pool in our lower body and legs (because of gravity).
Our calves serve as pumps for our blood when we walk, getting blood flowing more evenly throughout the body. As a result, more oxygen is carried to the brain, and you are more alert.
Set goals for your session that are realistic (number of problems to solve, pages to read, etc.) When you have met one of your study goals, reward yourself with a short break. Then, return to your study area. Study in an area away from distractions such as a library, study lounge, or an empty classroom.
Many students aid their concentration by changing the subject they are studying every one to two hours. We tend to pay more attention to something that's different.