  In brane-world cosmology gravitational waves can propagate in the higher
dimensions (i.e., in the `bulk'). In some appropriate regimes the bulk
gravitational waves may be approximated by plane waves. We systematically study
five-dimensional gravitational waves that are algebraically special and of type
N. In the most physically relevant case the projected non-local stress tensor
on the brane is formally equivalent to the energy-momentum tensor of a null
fluid. Some exact solutions are studied to illustrate the features of these
branes; in particular, we show explicity that any plane wave brane can be
embedded into a 5-dimensional Siklos spacetime. More importantly, it is
possible that in some appropriate regime the bulk can be approximated by
gravitational plane waves and thus may act as initial conditions for the
gravitational field in the bulk (thereby enabling the field equations to be
integrated on the brane).
