How to navigate through the source code by parts in CamelCase (instead of whole words)?

Yes, enable Use "CamelHumps" words in Settings | Editor | General | Smart Keys.

As answered elsewhere, you can enable Use "CamelHumps" words in Settings | Editor | General | Smart Keys to switch the shortcuts to work with camelCase instead of whole-word.

You can also access the previous behavior by assigning keyboard shortcuts to the appropriate actions under Settings | Appearance & Behavior | Keymap | Editor Actions. This image shows an example where I access the previous behavior by adding ctrl:

You can have both functionalities at the same time:

1. In "Settings->Editor->General->Smart Keys", disable "Use CamelHumps words".
2. In "keymap", create shortcuts for:
   • "Move caret to next word"
   • "Move caret to next word in different camelhumps mode"

Note that these steps correspond to IntelliJ 14, so they might be slightly different in other versions.