Two students of Brown University in Providence, Rhode Island are missing in the twin island of Trinidad and Tobago in the southern Caribbean and the State Department is looking into their disappearance.

The department said Thursday the unnamed students failed to return to school at the start of the week prompting the search.

On Wednesday, the university said in an e-mail to its students that the school, friends, law enforcement officials, and other agencies are working to locate the missing students.

Both State Department and Brown University declined to identify the students. However, in Trinidad, reports said authorities are searching for an African-American woman named Sophia Roy, 21. The reports said the woman was last seen in Tobago and has curly hair, stands five feet and nine inches tall, and weighs about 120 pounds.

A travel warning on Trinidad is posted on the State Department's website. The warning says "violent crimes, including assault, kidnapping for ransom, sexual assault and murder have involved foreign residents and tourists, including U.S. citizens."