The effects of compressibility on Rayleigh-Taylor instability (RTI) are investigated by inspecting the interplay between thermodynamic and hydrodynamic non-equilibrium phenomena (TNE, HNE, respectively) via a discrete Boltzmann model (DBM). Two effective approaches are presented, one tracking the evolution of the emph{local} TNE effects and the other focussing on the evolution of the mean temperature of the fluid, to track the complex interfaces separating the bubble and the spike regions of the flow. It is found that, both the compressibility effects and the emph{global} TNE intensity show opposite trends in the initial and the later stages of the RTI. Compressibility delays the initial stage of RTI and accelerates the later stage. Meanwhile, the TNE characteristics are generally enhanced by the compressibility, especially in the later stage. The global or mean thermodynamic non-equilibrium indicators provide physical criteria to discriminate between the two stages of the RTI.
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