To create a copy of database mysource on Server A as database mydestination on Server B, I follow these two steps:
1) Create database mydestination on Server B.
CREATE database mydestination
2) Then, run this command
mysqldump -hipaddressofserverA -uusernameofserverA -ppasswordofofserverA mysource | mysql -hipaddressofserverB -uusernameofserverB -ppasswordofserverB -C mydestination