Concept:
To find the maximum and minimum values of \(u^2\), first expand \(u^2\) and then use the bounds of \(\sin^2 2\theta\).
Step 1: Let
\[
A=a^2\cos^2\theta+b^2\sin^2\theta,
\]
\[
B=a^2\sin^2\theta+b^2\cos^2\theta.
\]
Then
\[
u=\sqrt A+\sqrt B.
\]
Hence,
\[
u^2=A+B+2\sqrt{AB}.
\]
Step 2: Simplify \(A+B\).
\[
A+B
=
a^2(\cos^2\theta+\sin^2\theta)
+
b^2(\sin^2\theta+\cos^2\theta).
\]
\[
A+B=a^2+b^2.
\]
Therefore,
\[
u^2=a^2+b^2+2\sqrt{AB}.
\]
Step 3: Find \(AB\).
\[
AB
=
(a^2\cos^2\theta+b^2\sin^2\theta)
(a^2\sin^2\theta+b^2\cos^2\theta).
\]
Expanding,
\[
AB
=
a^2b^2
+
(a^2-b^2)^2\sin^2\theta\cos^2\theta.
\]
Using
\[
\sin^2\theta\cos^2\theta
=
\frac14\sin^22\theta,
\]
we get
\[
AB
=
a^2b^2
+
\frac{(a^2-b^2)^2}{4}\sin^22\theta.
\]
Step 4: Find the maximum value of \(u^2\).
Since
\[
0\le \sin^22\theta \le 1,
\]
the maximum value of \(AB\) occurs when
\[
\sin^22\theta=1.
\]
Then
\[
AB_{\max}
=
a^2b^2+\frac{(a^2-b^2)^2}{4}
=
\frac{(a^2+b^2)^2}{4}.
\]
Hence,
\[
\sqrt{AB_{\max}}
=
\frac{a^2+b^2}{2}.
\]
Therefore,
\[
u^2_{\max}
=
a^2+b^2+2\left(\frac{a^2+b^2}{2}\right)
=
2(a^2+b^2).
\]
Step 5: Find the minimum value of \(u^2\).
The minimum value of \(AB\) occurs when
\[
\sin^22\theta=0.
\]
Thus,
\[
AB_{\min}=a^2b^2.
\]
Hence,
\[
u^2_{\min}
=
a^2+b^2+2ab
=
(a+b)^2.
\]
Step 6: Find the required difference.
\[
u^2_{\max}-u^2_{\min}
=
2(a^2+b^2)-(a+b)^2.
\]
\[
=
a^2+b^2-2ab.
\]
\[
=(a-b)^2.
\]
Therefore,
\[
\boxed{(a-b)^2}
\]
\[
\boxed{\text{Answer = (B)}}
\]