The area behind the regulator-valve (white pipe) is a top-mounted sandbox for the steam sanders (sand dome).
A Steam dome is a vessel fitted to the top of the boiler of a steam locomotive. It contains the opening to the main steam pipe and its purpose is to allow this opening to be kept well above the water level in the boiler.
This arrangement acts as a simple steam separator (collector) and minimizes the risk that water will be carried over to the where it might cause a hydraulic lock. This is also known as priming.
A steam dome should not be confused with a sand dome, which carries sand to help supply the locomotives wheels get more traction.