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If you are talking about getting into an applied physics program and then, mid-program, trying to switch to the physics department in the same university then you almost certainly won't be allowed to do that. Applications and, more importantly, acceptances are department specific so an acceptance to the applied physics department is ONLY an acceptance to that specific department and not an acceptance to all programs in that school. The physics program didn't accept you and in all likelihood wouldn't have a spot available for you anyways.
If you are talking about getting a masters in applied physics or leaving an applied physics PhD program to go through the application process again, which is the one I assumed you were talking about, then there shouldn't be too much of a problem switching between the two.
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