Sometimes after stopping the engine this heater runs for a few minutes, it might have been running before turning the engine off but would be inaudible then. My question is why is it there and what does it do? I cannot find any way of controlling it and it must have been a standard fitment as I did not order one to my knowledge. I hate these baffling gadgets that seem to have a mind of their own.

It is called Fuel Fired Booster Heater - FFBH

In some markets diesel models have auxiliary heating provided by a FFBH, which boosts the temperature of the engine coolant supplied to the vehicle heater assembly. Fuel for the FFBH is taken from the vehicle fuel tank, through a fuel line attached to the fuel pump module. In the FFBH, the fuel is burned and the resultant heat output is used to heat the engine coolant. The FFBH system supplements vehicle heater performance while the engine is running, and is transparent to the driver.

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Thanks Bobby, a perfect answer to my questions. At least now I will have an answer when someone asks what that noise is.