Show that four vertices of a square cannot lie on four concentric circles, radii of which form an arithmetic sequence

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My teacher said it's solved using proof through contradiction. I've considered cases of the centre of the circle, but I lose geometry big time so not sure how to do this.

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Without loss of generality, the common center of your four circles is $(0,0)$ and the radii are $r,r+1,r+2,r+3$. Furthermore, without loss of generality the point $A$ has coordinates $(r,0)$ and the point $C$ has coordinates $\frac{r+3}{t^2+1}(t^2-1,2t)$ (rational parametrization of a circle) which avoids some juggling with trigonometric functions. Then you can compute coordinates for $B$ and $D$ depending on $t$, and look at their norms. You won't be able to make them $r+1$ resp. $r+2$ for the same $t$ and $r$.

Figure

(Originally I had incorrectly assumed that $r$ would have to be $1$, in which case you won't be able to reach $\lVert B\rVert=2$ at all. The comment below by Ewan corrected my mistake.)

To be more specific, your other two corner points will have coordinates

\begin{align*} B&= \frac1{2(t^2+1)}\begin{pmatrix} 2 r t^{2} + 2 r t + 3 t^{2} + 6 t - 3 \\ 2 r t - 3 t^{2} + 2 r + 6 t + 3 \end{pmatrix} \\ D&= \frac1{2(t^2+1)}\begin{pmatrix} 2 r t^{2} - 2 r t + 3 t^{2} - 6 t - 3 \\ 2 r t + 3 t^{2} - 2 r + 6 t - 3 \end{pmatrix} \end{align*}

Now if you want to achieve $\lVert B\rVert=r+1$ and $\lVert D\rVert=r+2$ then you eventually obtain the following system of equations:

\begin{align*} 4 r^{2} t + 2 r t^{2} + 12 r t + 7 t^{2} + 2 r + 7 &= 0 \\ 4 r^{2} t + 2 r t^{2} + 12 r t - t^{2} + 2 r - 1 &= 0 \end{align*}

This system of equations results has no real solutions. (Its four complex solutions can be summarized as $r\in\{0,3\}, t=\pm i$.)

You might wonder whether it's possible to cover the smallest and the largest circle with two adjacent points, instead of two opposite ones. I.e. try for $\lVert A\rVert=r,\lVert B\rVert=r+3$. There might be more obvious reasons against this, but if in doubt you can still do a computation as above.

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Assume the contrary that there are indeed a square whose vertices are lying on 4 concentric circles whose radii forming an arithmetic progression.

Scale everything and rotate the coordinate axis such the common center of the circles is the origin $(0,0)$ and the center of the square is $(1,0)$.

It is clear, we can choose a point $(u,v)$ in the first quadrant such that the 4 vertices of the square are

$$(1 + u, v),\; (1 - v, u ),\;(1 - u, -v), \;(1 + v, -u )$$

Their distances to the center of circle will be given by $\sqrt{ \Delta \pm 2u }$ and $\sqrt{ \Delta \pm 2v }$ where $\Delta = 1 + u^2 + v^2$.

First consider the case $u \ge v \ge 0$. Since the four radii are distinct, we can get rid of the equality cases and find $u > v > 0$. This leads to

$$\sqrt{\Delta - 2u} < \sqrt{\Delta - 2v} < \sqrt{\Delta + 2v} < \sqrt{\Delta + 2u}$$

If these distances form an arithmetic progression $r < r+\alpha < r+2\alpha < r+3\alpha$, we will have

$$ \begin{align} 2u - 2v &= (\Delta - 2v) - (\Delta - 2u) = (r+\alpha)^2 - r^2 = 2\alpha r + \alpha^2\\ \text{ AND }\quad 2u - 2v &= (\Delta + 2u) - (\Delta + 2v) = (r+3\alpha)^2 - (r+2\alpha)^2 = 2\alpha r + 5\alpha^2 \end{align} $$

These two equalities together leads to $\alpha^2 = 0 \iff \alpha = 0$. ie. the contradiction that the four radii are not distinct.

When $v \ge u \ge 0$, the situation is similar. This means it is impossible for the distances of the 4 vertices of the square forming an arithmetic progression.