EGR unit
Diesel engines run continuously with an excess of air in the combustion, which means high combustion temperatures in combination with the high compression. This results in the formation of NOx, a gas that is extremely difficult for the catalytic converter to reduce efficiently. An EGR valve is used to counteract this by leading a controlled amount of exhaust gas back to the intake system. This exhaust gas helps to lower the combustion temperature and counteract the NOx. The exhaust gas is also cooled through a pipe surrounded by engine coolant on its way to the EGR valve.
See
EGR solenoid valve
for more information on the EGR valve.