During the day, land gets heated up faster than water, while water takes time to acquire the same temperature as there in land. Hence, the air above the land gets warmed up and rises, while making a region of low pressure above land. Comparatively, the air above sea is cooler and has a higher pressure. Thus, once the air above the land rises up by convection, it creates a space for cool breeze from the sea to flow in. Thus cold air from the sea flows to land. This is called Sea Breeze.
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