The Frenchman felt something was wrong with the unit following a trip across the grass in third practice and he retreated to the pits.
He said on team radio: "Guys, are you sure the aero is correct? I almost spun the car and something's happening with the gearbox."
Grosjean spent most of the remainder of the session in the garage, completing just four laps in total, with the team choosing to change the unit as a precaution.
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As it was his race gearbox, the change puts Grosjean in breach of the rules that dictate gearboxes must last six consecutive events.
The only exceptions to these rules, for which a five-place grid penalty applies for a breach, are for non-starters and non-finishers - for technical reasons - of the last race.
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