The question is that simple. Is there any known consruction of a differentiable map $\phi \colon U \subset \mathbb{R}^2 \rightarrow \mathbb{R}^2$ that sends a closed square $Q\subset U$ to a circle?
Of course, the derivative of $\phi$ at the vertices of $Q$ will not be invertible.
Note that the complex map $z\mapsto z^2$ sends the first quadrant to the upper half-plane. Then it straightens out the right angle.

If we take the square $Q$ with vertices at $(\pm1,\pm1)$ and $(\pm1,\mp1)$, then $\phi\colon Q\to S^1$ defined by
$$\phi(x,y)=\frac{(x,y)}{\sqrt{x^2+y^2}}$$
maps $Q$ to the unit circle $S^1$.