From Wiki: A thermal rectifier is a device that preferentially passes heat in one direction; a "one-way valve" for heat. The name is by analogy with an electrical rectifier, which performs a similar function for electric current.
More information
Experiments:
http://www.technologyreview.com/blog/arxiv/24222/
http://arxiv.org/abs/0910.1153
Theory
http://perso.ens-lyon.fr/michel.peyrard/ARTICLES/eplrectif.pdf