Have you configured the Azure SQL firewall to allow access from Azure resources?
This video may help you connect from Azure Databricks to Azure SQL.
This is the documentation to connect using interactive mode and JDBC.
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Getting below error while accessing Azure sql using jdbc from Azure databricks notebook,
com.microsoft.sqlserver.jdbc.SQLServerException: Failed to authenticate the user p***** in Active Directory (Authentication=ActiveDirectoryInteractive). Unable to open default system browser
Here is the url of jdbc,
url = f"jdbc:sqlserver://{database_host}:{database_port};database={database_name};user={user};password={password};encrypt=true;trustServerCertificate=false;hostNameInCertificate=*.database.windows.net;loginTimeout=30;authentication=ActiveDirectoryInteractive;"
Have you configured the Azure SQL firewall to allow access from Azure resources?
This video may help you connect from Azure Databricks to Azure SQL.
This is the documentation to connect using interactive mode and JDBC.