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?
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.