Was it a major or a minor piece?
How long was it, how many movements?
Here is a website that has all 32 Beethoven sonatas performed live by Artur Pizarro. https://www.bbc.co.uk/radio3/classical/pizarro/index.shtml This may help you identify the one you are looking for.
yamagal: As others have suggested, play through the music once you have received it, maybe you'll recognize it yourself.Also, most radio stations these days have their own website, and some also post online their "playlist," i.e. pieces they played on the air on any given date. If this station has a website and you remember the date and time you heard it, then it shouldn't be that difficult to track it down. If no website, ask the station by calling. Play-list is pretty standard and is kept on file at the station for a given period of time.
If you don't have time to listen through Pizarro, then calling the station directly might help. In any case, good luck with your search! (I know how frustrating it can be--been there, done that! )