$证明:(1)∵四边形ABCD是矩形,$
$∴BE=DE,∠BAD=90°,$
$∴∠ABD+∠ADB=90°.$
$∵ OB=OD,BE=DE,$
$∴OE⊥BD,∴∠OEB=90°,$
$∴∠BOE+∠OBE=90°,$
$∴∠BOE=∠BDA.$
$∵△OAD为等腰直角三角形,$
$∴AO=AD,∠OAD=90°,$
$∴ ∠OAD=∠BAD.$
$在△OAF和△DAB中,\begin{cases}{ ∠AOF=∠ ADB,}\ \\ { AO=AD, } \\{∠OAF=∠DAB}\end{cases}\ $
$∴△OAF≌△DAB(ASA).$
$解:(2)由(1)得,△OAF≌△DAB,$
$∴AF=AB.连接BF,∴BF=\sqrt{2}AF.\ $
$∵BE=DE,OE⊥BD,∴DF=BF,$
$∴DF=\sqrt {2} AF,∴\frac{DF}{AF}=\sqrt {2} .$