Let $R$ and $T$ be on $BC$ and $DA$ respectively such that
$PR\perp BC,~PT\perp DA$
So, $CR=DT$ and $AT=BR$
\[AP^2+CP^2=(AT^2+PT^2)+(PR^2+CR^2)=(BR^2+PR^2)+(PT^2+DT^2)=BP^2+DP^2\]
Now, $CP=CD=AB$.
So,
$\implies 2(DP^2+PB^2)=DP^2+PB^2+AP^2+PC^2=PC^2+AB^2+DP^2$
$\implies DP^2=2(AB^2-PB^2)=2AP^2\implies DP=\sqrt{2}AP$
As wanted, $DP=\sqrt{2}AP$.