Differential backup of azure sql database in to storage account blob storage using Powershell Script

If have seen the differential backup document, you will find this:

Azure SQL database has the feature Automated backups. It referred that:

SQL Database supports self-service for point-in-time restore (PITR) by automatically creating full backup, differential backups, and transaction log backups. Full database backups are created weekly, differential database backups are generally created every 12 hours, and transaction log backups are generally created every 5 - 10 minutes, with the frequency based on the compute size and amount of database activity. The first full backup is scheduled immediately after a database is created. It usually completes within 30 minutes, but it can take longer when the database is of a significant size. For example, the initial backup can take longer on a restored database or a database copy. After the first full backup, all further backups are scheduled automatically and managed silently in the background. The exact timing of all database backups is determined by the SQL Database service as it balances the overall system workload. You cannot change or disable the backup jobs.

I also asked Azure Support, they told me that we(customer) can not create the differential backup by ourselves, Azure SQL database will do that automatic.

Hope this helps.