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When I searched I found many usages of both "in step" and "at step". For example, Google returns:

  • "at each step" — about 55,000,000 results
  • "in each step" — about 45,000,000 results

But which one is better to use in scientific papers?

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In this particular instance, it doesn't seem to make much of a difference (without more detail). If your question isn't simply one of curiosity, could you provide the complete sentence in question? – samuelAndThe Mar 26 '13 at 20:00

While very similar, and often used interchangeably, there is a technical difference between the two.

"In each step" implies that something is done or happens as part of the process. "At each step" is for something done additionally to the process.

Assembling the furniture consists of seven steps. In each step a new piece is added to the assembly.

Creating a report takes three steps. At each step the author is required to check with a reviewer that it has been done correctly.

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