Libyan officials say four people have been arrested in connection with this week's deadly assault on the U.S. consulate in Benghazi, as authorities brace for more violent demonstrations across the Middle East against an anti-Islam film produced in the United States.

Authorities in Libya did not provide details about those arrested over the attack Tuesday that left U.S. Ambassador Christopher Stevens and three of his staff dead. American intelligence agencies are examining the alleged involvement of pro-al-Qaida militants. But they say they do not have solid evidence.

Meanwhile, four demonstrators were killed when a mob protesting the anti-Islam film stormed the grounds of the U.S. Embassy in Yemen Thursday.

Yemeni President Abed Rabbo Mansour Hadi immediately condemned the violence and promised to protect U.S. citizens in Yemen. The White House says U.S. President Barack Obama telephoned Mr. Hadi to thank him for his swift response.

Protesters also marched in Cairo, Tehran, Baghdad and Dhaka, chanting “no to Israel” and burning the American flag.

U.S. Secretary of State Hillary Clinton condemned the amateur U.S.-made movie that mocks the Islamic Prophet Muhammad. She called it “disgusting” and “reprehensible.” Egyptian President Mohamed Morsi also condemned both the film and the violence Thursday. He promised to protect foreigners in Egypt.

The United States has sent two Navy destroyers, a Marine Corps anti-terrorist security team and agents from the Federal Bureau of Investigation to Libya to protect Americans.