The vBE(van Emde Boas) tree can deal with successor and predecessor problem in $\Theta(\log\log u)$ time.
But the vEB tree has poor space efficiency, which makes it impractical for most applications.
Structure
u: size of the universe.
min: min number in the universe (lazy).
max: max number in the universe (recursive).
cluster: $\sqrt{u}$ sub trees of size $\sqrt{u}$ to store number.
summary: tree of size $\sqrt{u}$ to record whether corresponding sub tree contains number.
Operation
Insert, Delete, Successor and Predecessor: $\Theta(\log\log u)$.
Time efficiency comes from: T(u) = T($\sqrt{u}$) + O(1).
Reference
Introduction to algorithms - Chapter 20