On the local $M$-derivative (1704.08186v3)

Abstract: We introduce a new fractional derivative that generalizes the so-called alternative fractional derivative recently proposed by Katugampola. We denote this new differential operator by $\mathscr{D}_{M}^{\alpha,\beta }$, where the parameter $\alpha$, associated with the order, is such that $0<\alpha<1$, $\beta>0$ and $M$ is used to denote that the function to be derived involves a Mittag-Leffler function with one parameter. This new derivative satisfies some properties of integer-order calculus, e.g.\ linearity, product rule, quotient rule, function composition and the chain rule. Besides as in the case of the Caputo derivative, the derivative of a constant is zero. Because Mittag-Leffler function is a natural generalization of the exponential function, we can extend some of the classical results of integer-order calculus, namely: Rolle's theorem, the mean value theorem and its extension. Further, when the order of the derivative is $\alpha=1$ and the parameter of the Mittag-Leffler function is also unitary, our definition is equivalent to the definition of the ordinary derivative of order one. Finally, we present the corresponding fractional integral from which, as a natural consequence, new results emerge which can be interpreted as applications. Specifically, we generalize the inversion property of the fundamental theorem of calculus and prove a theorem associated with the classical integration by parts.