Let $ H^n $ be the the upper half space of $ R^n $ endowed with the conformal metric $ g=\frac{1}{x_{n}^{2}}|dz|^2 $ ($ |dz|^2 $ is the standard metric of $ R^n $). This space is the classical hyperbolic space and its Riemannian connection $ \overline{\nabla} $ satisfies
$$ \overline{\nabla}_{\partial_n}\partial_n =0 $$
where $ \partial_1, \ldots \partial_n $ is the standard frame of $ R^n $. Note that $ \overline{\nabla} $ is not the standard connection of $ R^n $.
Now it is easy to see that the smooth curve $ \gamma(t)= (0, \ldots, 0,t) $ , $ t >0 $ is a geodesic in $ H^n $. This curve is clearly defined for $ t>0 $ and it is not defined for all t in $ R $. Moreover it is well known that $ H^n $ is complete. This fact apparently contradicts the Hopf Rinow theorem (every geodesic in a complete space is defined for every $ t \in R $). What is the mistake in this argument?
Thanks
Your $\gamma(t)$ is actually not a geodesic. In fact, earlier you have a mistake in computing the Levi-Civitia connection. I'll use $X$ to denote $\partial_n$, just to save on typing. Via the formula on wikipedia, we have \begin{align*} \langle \overline{\nabla}_X X , X\rangle =& \frac{1}{2}\big(Xg(X,X) + Xg(X,X) - Xg(X,X)\\ &+ \quad g([X,X],X) - g([X,X],X) - g([X,X],X)\big)\\ \end{align*}
Since $X$ is a coordinate vector field, $[X,X] = 0$ so the last three terms vanish. Hence, we see that \begin{align*}\langle \overline{\nabla}_X X, X\rangle &= \frac{1}{2} Xg(X,X)\\ &= \frac{1}{2}\partial_n \frac{1}{x_n^2}\\ &= -\frac{1}{x_n^3}\end{align*}
In particular, $ \overline{\nabla}_{\partial_n} \partial_n\neq 0$.
This in turn affects the computation of $\Gamma^k_{ij}$ which affects the geodesic equation. The punchline is that your $\gamma$ has the same image as a geodesic, but is not constant speed. This can be seen since, for example, $O(n-1)$ acts on $\mathbb{H}^n$ by rotating about the image of $\gamma$ which is clearly an isometry. The fixed point set of this $O(n-1)$ action is thus a totally geodesic submanifold - that is, the image of $\gamma(t)$ is a geodesic.
On the other hand, the correct paramaterization is given by $\alpha(t) = (0,\ldots,0,e^t)$. Then this has the same image as $\gamma$, hence is a geodesic iff it's constant speed. But we have \begin{align*} \frac{d}{dt}\langle \alpha'(t),\alpha'(t)\rangle &= \frac{d}{dt} \langle e^t\partial_n, e^t\partial_n\rangle\\ &= \frac{d}{dt} e^{2t} \frac{1}{x_n^2}\\ &= \frac{d}{dt}e^{2t} \frac{1}{e^{2t}} \\ &= 0\end{align*} so the length squared, and hence the length, of $\alpha$ is constant.