Herbaceous borders have a long and graceful decline in autumn, and their fall colours are by no means to be despised. Equally, there is merit in the frosted beauty of tall seedheads such as Eryngium, but, in time, most will dampen down into a slowly collapsing mess of brown tissue. At that point, step in and apply the secateurs. Cut each plant neatly down to the ground just above the crown and remove the debris. Most of this can be composted, ideally by chopping it into short pieces, as it can be woody. It can be used for mulching next year.
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