I have been trying from an hour to approximate the value of $M$ in the equation given below.
$$ M = \sum\limits_{i=1}^n\left(\sum\limits_{j=1}^n\left(\sqrt{ i^2 + j^2 }\right)\right) $$
One thing I know is that $M$ will lie between the range given below by considering two cases, i.e, $(i = j = n)$ and $(i = j = 1)$.
$$ n^2\sqrt{2} \leq M \leq n^3\sqrt{2} $$
But I am not satisfied with this answer because it is a broad range.
What I want is to get an approximate value for $M$ which lies somewhere in between of $O(n^2)$ and $O(n^3)$.
Consider the following:
$$M = \sum_{i=1}^n \sum_{j=1}^n \sqrt{i^2 + j^2} = n^3 \sum_{i=1}^n \sum_{j=1}^n \sqrt{\left(\frac{i}{n}\right)^2 + \left(\frac{j}{n}\right)^2} \cdot \frac{1}{n} \cdot \frac{1}{n}.$$
Now as $n \to \infty$ we have $$\sum_{i=1}^n \sum_{j=1}^n \sqrt{\left(\frac{i}{n}\right)^2 + \left(\frac{j}{n}\right)^2} \cdot \frac{1}{n} \cdot \frac{1}{n} \to \int_0^1 \int_0^1 \sqrt{x^2 + y^2} \, dx \, dy \approx 0.765196 \dots$$
So your sum is indeed of order $n^3$, with the constant approaching that integral.
EDIT: We see that the Riemann sum is always an overestimate for the integral since in the $\frac{1}{n} \times \frac{1}{n}$ grid we pick the point in every square where $\sqrt{x^2 + y^2}$ is highest. Therefore we have $$\left(\int_0^1 \int_0^1 \sqrt{x^2 + y^2} \, dx \, dy\right) n^3 \le M \le \sqrt{2} n^3,$$ with $M/n^3$ tending to the integral as $n \to \infty$.