Find all sequences $0\le a_0\le a_1\le a_2\le \ldots$ of real numbers such that
\[a_{m^2+n^2}=a_m^2+a_n^2 \]
for all integers $m,n\ge 0$.
We are given the sequence \( \{a_n\} \) of real numbers such that \( 0 \le a_0 \le a_1 \le a_2 \le \ldots \) and the functional equation:
\[ a_{m^2 + n^2} = a_m^2 + a_n^2 \]
for all integers \( m, n \ge 0 \).

1. **Base Case Analysis:**
   - For \( m = n = 0 \):
     \[ a_{0^2 + 0^2} = a_0^2 + a_0^2 \implies a_0 = 2a_0^2 \]
     Solving the quadratic equation \( 2a_0^2 - a_0 = 0 \):
     \[ a_0(2a_0 - 1) = 0 \]
     Thus, \( a_0 = 0 \) or \( a_0 = \frac{1}{2} \).

2. **Case 1: \( a_0 = \frac{1}{2} \):**
   - For \( m = 1 \) and \( n = 0 \):
     \[ a_{1^2 + 0^2} = a_1^2 + a_0^2 \implies a_1 = a_1^2 + \left(\frac{1}{2}\right)^2 \]
     \[ a_1 = a_1^2 + \frac{1}{4} \]
     Solving the quadratic equation \( a_1^2 - a_1 + \frac{1}{4} = 0 \):
     \[ \left(a_1 - \frac{1}{2}\right)^2 = 0 \]
     Thus, \( a_1 = \frac{1}{2} \).

   - By induction, assume \( a_k = \frac{1}{2} \) for all \( k \le n \). For \( k = n+1 \):
     \[ a_{(n+1)^2} = a_{n+1}^2 + a_0^2 \implies a_{n+1} = \left(\frac{1}{2}\right)^2 + \left(\frac{1}{2}\right)^2 = \frac{1}{2} \]
     Therefore, \( a_n = \frac{1}{2} \) for all \( n \).

3. **Case 2: \( a_0 = 0 \):**
   - For \( m = 1 \) and \( n = 0 \):
     \[ a_{1^2 + 0^2} = a_1^2 + a_0^2 \implies a_1 = a_1^2 \]
     Solving the quadratic equation \( a_1^2 - a_1 = 0 \):
     \[ a_1(a_1 - 1) = 0 \]
     Thus, \( a_1 = 0 \) or \( a_1 = 1 \).

   - **Subcase 2.1: \( a_1 = 0 \):**
     - For \( m = 2 \) and \( n = 0 \):
       \[ a_{2^2 + 0^2} = a_2^2 + a_0^2 \implies a_2 = a_2^2 \]
       Solving the quadratic equation \( a_2^2 - a_2 = 0 \):
       \[ a_2(a_2 - 1) = 0 \]
       Thus, \( a_2 = 0 \).

     - By induction, assume \( a_k = 0 \) for all \( k \le n \). For \( k = n+1 \):
       \[ a_{(n+1)^2} = a_{n+1}^2 + a_0^2 \implies a_{n+1} = 0 \]
       Therefore, \( a_n = 0 \) for all \( n \).

   - **Subcase 2.2: \( a_1 = 1 \):**
     - For \( m = 2 \) and \( n = 0 \):
       \[ a_{2^2 + 0^2} = a_2^2 + a_0^2 \implies a_2 = a_2^2 \]
       Solving the quadratic equation \( a_2^2 - a_2 = 0 \):
       \[ a_2(a_2 - 1) = 0 \]
       Thus, \( a_2 = 0 \) or \( a_2 = 1 \).

     - For \( m = 2 \) and \( n = 1 \):
       \[ a_{2^2 + 1^2} = a_2^2 + a_1^2 \implies a_5 = a_2^2 + 1 \]
       Since \( a_2 = 2 \), we get \( a_5 = 5 \).

     - By induction, assume \( a_k = k \) for all \( k \le n \). For \( k = n+1 \):
       \[ a_{(n+1)^2} = a_{n+1}^2 + a_0^2 \implies a_{n+1} = (n+1)^2 \]
       Therefore, \( a_n = n \) for all \( n \).

Conclusion:
The sequences that satisfy the given conditions are:
\[ a_n = \frac{1}{2} \text{ for all } n \]
\[ a_n = 0 \text{ for all } n \]
\[ a_n = n \text{ for all } n \]

The final answer is \( \boxed{ a_n = \frac{1}{2} \text{ for all } n } \), \( a_n = 0 \text{ for all } n \), \( a_n = n \text{ for all } n \).