Hornfield/Olsen

My family records indicate Olaf Martin Olsen b 1-13-1877 d 03-02-1941 (Wife was Jennie Kiddelsen) migrated from Stavenger Norway with his parents Samuel Martin (no birth/death dates) and Hanna (Iverson) Olsen from NY Ellis Island approx. 1887. What we hear through family recollections but what I cannot verify is that our last name used to be HORNFIELD (or a variation thereof) and Samuel or Olaf changed the name when they emigrated, The reason for choosing Olsen supposedly is that Samuel was a ship's carpenter for the Olsen Shipping Co. From that website, it indicates that emigration records prior to 1925 from Stavenger were destroyed in a fire so I do not know how to find them. I cannot find anything on my family online from Ancestry, rootsweb or familytree.com Help!!!