We study a variant of Davies' model of heat conduction, consisting of a chain of (classical or quantum) harmonic oscillators, whose ends are coupled to thermal reservoirs at different temperatures, and where neighboring oscillators interact via intermediate reservoirs. In the weak coupling limit, we show that a unique stationary state exists, and that a discretized heat equation holds. We give an explicit expression of the stationary state in the case of two classical oscillators. The heat equation is obtained in the hydrodynamic limit, and it is proved that it completely describes the macroscopic behavior of the model.