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Modelling and inversion of Controlled-Source Electro-Magnetics requires accurate interpolation near the resistivity contrasts, where the field component perpendicular to the interface that separates the two resistivities is discontinuous. Simple linear interpolation may produce large errors in that case. Here, we propose to use the essentially non-oscillatory piecewise polynomial interpolation that was designed for piecewise smooth functions that contain discontinuities or have discontinuous first or higher derivatives. The scheme uses a non-linear adaptive algorithm to choose the smoothest stencil. Some examples are presented to illustrate the behaviour of this scheme.