This may vary by state, but as long as no fraud is involved, whatever name you want to use is pretty much up to you. Inform your DMV and bank. If more is required they will let you know.
It want be very expensive , you have to get it written at the gazzeted officer on a stamp paper , of the change of name, and you must also put it in the newspaper
In the US, the cost is about $150,...
You should visit your local family court and inquire about filing a petition for a name change. You could also check your divorce file to see if you were given that right at the time of the divorce....