The linear momentum is conserved in both elastic and inelastic collisions.
$P_{initial}\, =\, P_{final}$
$P_{initial}\, =\,mu\hat{i}\,+\,mu\hat{j}$
$=m\sqrt{2}u\quad\quad\quad\quad\quad\left[\because \,\sqrt{\left(mu\right)^{2}+\left(mu\right)^{2}}=\sqrt{2}mu\right]$
$P_{final} \,=\,\sqrt{2}mu$