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"Science and science fiction, how do you even distinguish the two?"
- Jerry Pournelle

Atom-Driven Drill  
  An atomic-powered auger, for use in drilling deep into asteroids.  

In this story, it is assumed that the asteroid Vesta is an intact surface fragment of an ancient planet.

The next task prescribed by the Homesteaders' School was to secure a supply of air and water in quantity. Again, following the instructions they had received, the Endlichs uncrated and set up an atom-driven drill. In an hour it had bored to a depth of five-hundred feet. Hauling up the drill, Endlich lowered an electric heating unit on a cable from an atomic power-cell, and then capped the casing pipe.

Yes, strangely enough there was still sufficient water beneath the surface of Vesta. Its parent planet, like the Earth, had had water in its crust, that could be tapped by means of wells. And so suddenly had Vesta been chilled in the cold of space at the time of the parent body's explosion, that this water had not had a chance to dissipate itself as vapor into the void, but had been frozen solid. The drying soil above it had formed a tough shell, which had protected the ice beneath from disappearance through sublimation...

Drill down to it, melt it with heat, and it was water again, ready to be pumped and put to use.

And water, by electrolysis, was also an easy source of oxygen to breathe.... The soil, once thawed over a few acres, would also yield considerable nitrogen and carbon dioxide—the makings of many cubic meters of atmosphere. The A.H.O. survey expeditions, here on Vesta and on other similar asteroids which were crustal chips of the original planet, had done their work well, pathfinding a means of survival here.

From Asteroid of Fear, by Raymond Z. Gallun.
Published by Planet Stories in 1951
Additional resources -

You might want to compare this idea with the more dramatic Romulan flame drill used in the new Star Trek movie series (and the real-life flame jet drill deveolped for drilling into solid rock).

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Additional resources:
  More Ideas and Technology from Asteroid of Fear
  More Ideas and Technology by Raymond Z. Gallun
  Tech news articles related to Asteroid of Fear
  Tech news articles related to works by Raymond Z. Gallun

Atom-Driven Drill-related news articles:
  - WINE Spacecraft To Extract Water From Asteroids

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