What is the physical meaning of the fractional integral and fractional derivative?
And many researchers deal with the fractional boundary value problems, and what is the physical background?
What is the applications of the fractional boundary value problem?
One application, but in that case is fractional differencing, not the fracional derivative, is in time series to model long range dependence. Have a look at https://en.wikipedia.org/wiki/Autoregressive_fractionally_integrated_moving_average