Grandfather Hulder Olsen

My grandfather Hulder Olsen was born April 16, 1871. The story our family has always told was that he was born either three weeks before sailing for America or three weeks out at sea. I believe he was born in Norway as that what has been listed on several censuses that I have seen. He ran away from home (I do not know where home was!) at about 12 years of age with a brother, Gunder (or Gunther, not sure). Gunder had a son who came to Texas when my uncle was in high school and he played football there with him. His name was Lester and he later lived in Harrah, Washington. His wife said that the grandparents were buried in Portland, Oregon. That is all the information I have except they were supposed to have sailed from Oslo. Any clues or help would be very much appreciated. Shirley