I have a csv file dem.csv with data: LON, LAT, SO2(concentration) with NODATA=NAN. I need to interpolate my data from *.csv with breaks. I used gdal_grid with the command:

gdal_grid -a invdist:power=2.0 -outsize 400 400 -of GTiff -ot Float64 -l dem dem.vrt dem.tiff

content of dem.vrt:

<OGRVRTLayer name="dem">
    <GeometryField encoding="PointFromColumns" x="Longitude" y="Latitude" z="SO2"/>

The output I get: enter image description here. What I actually want this.

How can I interpolate data in GDAL with breaks (NAN)?

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