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They mean the same thing, I think, but are used differently? When can I use one, and when can I use the other?

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You may want to look at DWDS: "jedenfalls Adv. ‘in jedem Falle, immer’ (um 1700)." Review each of their samples from actual practice and take note when and how the meaning of jedenfalls changes… e.g., when combined with dann! Note, especially, how jedenfalls is used in legal writing where every word counts, e.g., the "jedenfalls…, wenn…" combo. Same procedure for auf jeden Fall…. This is a good Question but properly answering it would take more time than I have now. –  Eugene Seidel Apr 9 '13 at 2:51

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up vote 4 down vote accepted

Jedenfalls is an adverb which slightly modifies the predicate of a sentence. It adds certainty and some kind of finality in its first sense [=definitely, in any case]. Additionally, it connects the statement to what has been said immediately before. Without any context jedenfalls doesn't make any sense.

Ich jedenfalls habe noch kein Einhorn gesehen.

Disregarding being a curious example, without any previous context this sentence is semantically nonsense. But adding the context you see that it's absolutely fine to use it that way.

Einhörner sind Fabelwesen und existieren nicht wirklich. Ich jedenfalls habe noch keines gesehen.

In most cases you can replace jedenfalls with auf jeden Fall but not always. In the following sentence a more appropriate word to use is zumindest which accords with the second meaning given by Duden.

Eine Zeit, in der - jedenfalls in den Köpfen - Globalisierung [...] Frankfurter Rundschau

The expression auf jeden Fall is used in the same way as the first sense of jedenfalls. But you can use this expression as confirmation as well which is not possible with jedenfalls.

A: Stimmst du mir da zu?

B: Auf jeden Fall.

*B: Jedenfalls.

In respect to the other answer, I need to mention that both words are neither a filler nor a modal particle. Filler are words without any relevance to what is being said. And they are peculiar to spoken language as um or like in English.
Some languages do have a special kind of filler which are considered as modal particles. German has a very huge set of modal particles, "jedenfalls" jedenfalls gehört nicht dazu.

Modal particles must fulfill a set of requirements to be a modal particle. There's one which fails for jedenfalls which also has been said by Emanuel in a comment:

Modalpartikel können nicht am Anfang eines Satzes stehen.

To cut a long story short: Jedenfalls and auf jeden Fall do have one sense in common whose literal meaning is: "whatever happens or may have happened, this is true".

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I'd like to add that "jedenfalls" is shifted toward "at least" and that's what distinguishes it from "auf jeden Fall". "Auf jeden Fall" on the other hand leans toward "really","definitely" or "for real". That way, you can check which one of the 2 fits what you want to express. –  Emanuel Apr 9 '13 at 19:24

This is not an Answer that covers auf jeden Fall and jedenfalls as well as their differences and commonalities. It is not even an answer that covers all of jedenfalls: I merely wish to address one particular aspect of it.

In legal writing, you want to be precise and concise. You want to minimize ambiguity. To this end, it helps not only if you choose your words carefully and are clear about what you want to say. You also want to avoid being verbose and using non-functional language that opens a door for ambiguity to creep back in.

[V]erbosity is always an enemy of clarity. --Bryan A. Garner(PDF)

Wer es aber versäumt, bei jedem Wort genau zu sein, sagt leicht Dinge, die er nicht sagen will. --Tonio Walter

Hence there is no need for “filler words”, and if you see jedenfalls in legal language, you should assume it is there for a purpose. I shall demonstrate my contention using a collection of samples chosen by a leading search engine. (To narrow the search to legal writing only, I stuck in an abbreviation – BverfG for Germany's Federal Constitutional Court – that would not typically be found in other species of texts.)

enter image description here

I shall go through the search engine hits in order, leaving out only samples that evidently do not belong under the rubric of “legal writing”, such as journalism.

Die Verfassungsbeschwerde ist teilweise bereits unzulässig, im Übrigen jedenfalls unbegründet.

Does the meaning stay the same when we remove jedenfalls?

Die Verfassungsbeschwerde ist teilweise bereits unzulässig, im Übrigen unbegründet.

Absolutely not! The Court always checks first for procedural problems and whether the formal requirements for an appeal have been met. It found that parts of the appeal did not fulfill that criterion. However, that does not necessarily invalidate the appeal in its entirety. Next, it moved on to the “heart of the matter”, namely, whether the appellant had sufficiently substantiated her grievances. The Court found that she had not done so and hence, the appeal fails – irrespective of its partial failure on formal grounds earlier stated – in its entirety. Leaving out jedenfalls would omit this essential information.

Dieser grundsätzliche Freiheitsraum beider Ehepartner umfaßt vor allem die Freiheit, sich einer der eigenen Überzeugung gemäßen Glaubensrichtung anzuschließen und sein Leben diesem Glauben entsprechend einzurichten. Wieweit die Ehepartner dabei zur gegenseitigen Rücksichtnahme im einzelnen verpflichtet sind, kann hier auf sich beruhen. Teilen sie eine bestimmte religiöse Überzeugung, so kann von ihnen jedenfalls nicht verlangt werden, im Konfliktsfall entgegen ihrem gemeinsamen Glauben den anderen Partner von einer an diesem Glauben orientierten Entscheidung abzubringen.

Again I wish to quote Tonio Walter:

Zumindest hier und in anderen Fällen wohl auch, vielleicht aber auch nicht.

The Court found it important to note that this is not the only thing that cannot legally be demanded of husband and wife... but it wanted to leave open how far their protection against such demands extends, hence the jedenfalls. (As an aside, don't you marvel at the descriptive power packed by this one word? It sits there like a kernel of corn on a hot plate, then POP! twelvefold increase in size...)

Die KPD hat gegen das Verfahren eine Reihe grundsätzlicher Einwendungen erhoben. Es mag dahinstehen, ob es sich dabei um Zulässigkeitsfragen im eigentlichen Sinne handelt. Jedenfalls würden diese Einwendungen, wenn sie berechtigt wären, teils die Durchführung eines Verfahrens nach Art. 21 Abs. 2 GG überhaupt unmöglich machen, teils die Feststellung der Verfassungswidrigkeit der KPD ohne Rücksicht auf das Vorliegen des materiellen Tatbestandes des Art. 21 Abs. 2 GG von vornherein ausschließen. Sie müssen daher vorweg geprüft werden.

This is straightforward enough. In English we would write “In any case” or perhaps even “Be that as it may”. Again, jedenfalls is essential and must not be ignored.

And so on, down the list of search results. I find not a single instance where jedenfalls could have been omitted as a “filler word”.

To sum up, I disagree with the first Answer to this Question.

"Auf jeden Fall" can be used literally and as filling word, "jedenfalls" only as latter.

I believe I have shown otherwise.

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In a legal context, what would be the difference between "jedenfalls", and "auf jeden Fall"? Would it have to be translated differently? –  Takkat Apr 10 '13 at 6:27
    
@Takkat Example: "Diese Direktmandate verbleiben dem gewählten Bewerber und damit der Partei, für die er kandidiert hat, auf jeden Fall (§ 6 Abs. 5 Satz 1 BWG), also auch dann, wenn die Zahl der von einer Partei in einem Land errungenen Direktmandate die Zahl der ihr nach dem Anteil der Wählerzweitstimmen zustehenden Sitze übersteigt." I think the difference is fairly obvious, no? [continued] –  Eugene Seidel Apr 10 '13 at 10:08
    
Refer back to Wagner's useful definition of (one meaning of) jedenfalls: "Zumindest hier und in anderen Fällen wohl auch, vielleicht aber auch nicht." Does it fit here? No, right? So the answer is, you should give the text a close reading to find out what jedenfalls and auf jeden Fall mean in a particular case. This is not to say that you would never use an identical English phrase to translate first jedenfalls and then auf jeden Fall. It depends on context. Think computers will be able to do that some day soon? –  Eugene Seidel Apr 10 '13 at 10:10

From what I've encountered in spoken and written German so far, I can see two (and a half) cases:

Literal meaning

"auf jeden Fall" can mean literally "in any case" or "always".

Auf jeden Fall musst du nach links und rechts schauen, bevor du über die Straße gehst.

meaning

In any case you have to look left and right before crossing the street.

Filler word

"auf jeden Fall" and "jedenfalls" are sometimes used to start a sentence as a filling word. This is mostly used in spoken, but not in written language (see a list of fillers):

Jedenfalls bin ich dann früher nach Hause.

Auf jeden Fall bin ich dann früher nach Hause.

meaning

Anyhow, I went home early.

"Auf jeden Fall" can be used literally and as filling word, "jedenfalls" only as latter.

Modal particle

The word "jedenfalls" can shift the focus a bit, often restricting a statement in the sense of "at least"

Ich war (jedenfalls) pünktlich zuhause.

I, at least, was home on time. [But I can't speak for others.]

or

Das hast du (jedenfalls) früher immer gemacht.

(At least,) you used to do that. [But maybe/apparently not anymore.]

or

So scheint es jedenfalls.

Or so it seems.

Edit: In response to the comment that only suggested I'm wrong without specifiying exactly how, I'm adding a few sources and a third case I neglected.

http://synonyme.woxikon.de/synonyme/jedenfalls.php lists many words as synonyms for "jedenfalls" that have completely different meanings.

http://de.wiktionary.org/wiki/jedenfalls states two meanings:

1: an Vorangegangenes anknüpfend: auf alle Fälle, bestimmt

2: an Vorangegangenes anknüpfend: nach, trotz dem, was vorher geschehen ist

which I'd translate to

1: following something previous: in all cases, surely

2: following something previous: after, despite what happened before

See the following example sentence from http://de.thefreedictionary.com/jedenfalls

Ich weiß nicht warum, aber jedenfalls hat sie ihn verlassen.

I don't know why, but she left him.

To me, this sentence doesn't change its meaning if you omit "jedenfalls":

Ich weiß nicht warum, aber sie hat ihn verlassen.

This site lists many fillers and "jedenfalls" is even part of a list of fillers to avoid

Instead of downvoting and telling me I'm wrong, it would probably be more helpful for the author of the question if you tell me how I'm wrong or provide a better answer.

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-1, please look up the meanings of "jedenfalls" in a dictionary, it surely is not only a stop-gap. –  Eugene Seidel Apr 8 '13 at 19:39
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@EugeneSeidel Then why don't you enlighten us and give a correct answer? I looked it up and I don't agree with how it is described. The given example sentences would all work without the word "jedenfalls". –  Sentry Apr 8 '13 at 23:09
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I also have to say that they are more than filler to me. Why? Well, first of, anything that changes sentences structure, e.g. that counts as a valid position 1 can certainly not be a filler. Particles like schon or doch can't be position 1. That is one of their main features in fact. When a sentence starts with jedenfalls followed by the verb, that jedenfalls is NOT a filler. "Wie dem auch sei" is a filler, or "Naja". So whenever jedenfalls is followed by the verb it is not a filler. It may be hard to translate into one word. But it is not a filler. Not like the stuff they put in Twinkies –  Emanuel Apr 9 '13 at 0:32
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@Emanuel described already very precisely what's the matter is. I'd like to add that it seems you miss the important point in wiki's entry: "an Vorangegangenes anknüpfend" translated as "following something previous" loses the most significant fact. Jedenfalls, although being an adverb not a conjunction, has a special "connecting" feature. This feature basically is the reason why it cannot be just a filler. For that reason a previous context is necessary. "Die Mannschaft hat 0-5 verloren. Am Torwart jedenfalls lag es nicht." Do you see what significant sense jedenfalls conveys? –  Em1 Apr 9 '13 at 7:28
    
@Em1 I agree, the relating to something previous part wasn't that obvious to me. Maybe it's just that I usually don't use it in that context. –  Sentry Apr 9 '13 at 8:06

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