This paper deals with a newly born fractional derivative and integral on time scales. A chain rule is derived, and the given indefinite integral is being discussed. Also, an application to the traffic flow problem with a fractional Burger's equation is presented.

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Abstract. This work, deals with a fractional optimal control problem (in the Riemann-Liouville sense). An analytic description of an initial value appears in the constraint of the optimal control problem is presented and some sufficient and necessary conditions for the given initial value is obtained. Making use of an auxiliary variable together with the optimal control law, the given problem is converted into a system of ordinary integro-differential equations. Then using the Adomian decomposition method, an approximate solution is illustrated.

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This work deals with concepts of non-differentiability and a non-integer order differential on timescales. Through an investigation of a local non-integer order derivative on timescales, a mean value theorem (a fractional analog of the mean value theorem on timescales) is presented. Then, by illustrating a vanishing property of this derivative, its objectivity is discussed. As a first-hand result, the potentials and capability of this fractional derivative connected to nonsmooth analysis, including non-differentiable paths and a class of self-similar fractals, are stated. It is stated that the non-integer order derivative never vanishes almost everywhere. It has been shown that with the help of changing the order of differentiability on a q-timescale, the non-differentiability disappears.