missing part

i have a E320 1997 wich the engine is in-line, there was a part in the left side of the engine next to the exhaust is coming from out the engine...

it was left to exhaust, if anyone know what that part is called and what does it do, because i took my car for a service and it was in the service for 7 days, but when i got my car , the part wasn't there...
any body know that part please tell me

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