Very high energy particles are known to be produced in various astronomical objects observed at different wavelengths. These particles must be accelerated in some way. One way is to accelerate them with a shock wave from some explosion somewhere in the source. There has been considerable theoretical research done on diffusive shock acceleration. The theory can now be used with some confidence to model nonthermal particle distributions in realistic astrophysical conditions. The research program will focus on the acceleration of particles in the Sun, active galactic nuclei, accreting neutron stars, and supernovae. The predictions of the models will be compared with ground-based and satellite-based observations.