The method of nonlinear parabolized stability equations (PSE) is applied in the simulation of vortex structures in compressible mixing layer. The spatially-evolving unstable waves, which dominate the vortex structure, are investigated through spatial marching method. The instantaneous flow field is obtained by adding the harmonic waves to basic flow. The results show that T-S waves do not keep growing exponentially as the linear evolution, the energy transfer to high order harmonic modes, and that finally all harmonic modes get saturated due to nonlinear interaction. The mean flow distortion induced by the nonlinear interaction between the harmonic modes and their conjugate harmonic ones, makes great change of the average flow and increases the thickness of mixing layer. PSE methods can well capture the two- and three-dimensional large scale nonlinear vortex structures in mixing layers such as vortex roll-up, vortex pairing, and Λ vortex.