We study the dynamics of covariances in a chain of harmonic oscillators with conservative noise in contact with two stochastic Langevin heat baths. The noise amounts to random collisions between nearest-neighbour oscillators that exchange their momenta. In a recent paper, [S Lepri et al. J. Phys. A: Math. Theor. 42 (2009) 025001], we have studied the stationary state of this system with fixed boundary conditions, finding analytical exact expressions for the temperature profile and the heat current in the thermodynamic (continuum) limit. In this paper we extend the analysis to the evolution of the covariance matrix and to generic boundary conditions. Our main purpose is to construct a hydrodynamic description of the relaxation to the stationary state, starting from the exact equations governing the evolution of the correlation matrix. We identify and adiabatically eliminate the fast variables, arriving at a continuity equation for the temperature profile T(y,t), complemented by an ordinary equation that accounts for the evolution in the bulk. Altogether, we find that the evolution of T(y,t) is the result of fractional diffusion.
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