pre 1825 migrations - Ole Halversen

According to family history, Ole Halversen from Dorum farm was a Captain in the Norwegian army stationed at Fredrickstad at the time of the Norwegian-Swedish war. When Sweden won that war, and forced Norway to join in a union, Halvard, so disgusted with the result, emigrated to the New World. Since then no more is known of him. Could someone tell me how one would emigrated after 1814 (1814-1825) and what, if any, records of passanger lists might be available for this period.