Stump grinding or root grinding is the most effective way to remove tree stumps. Simply get the stump ground down to wood chip and you are ready to either re-plant, pave, gravel over or turf. Stump grinding causes minimal disturbance to the surroundings and is cheap and tidy.
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With a large enough digger stumps can be removed. There are some serious drawbacks to this approach. Firstly is getting a large enough digger the stump without causing major damage to the surroundings. Once the stump is out it needs disposing of and you are left with a huge hole that needs filling. This can be an option in some landscaping projects. We are often called in by landscapers though as stump grinding is easier, more efficient, tidier and can be done close to buildings, walls and paving. Often diggers can't access placing that we can or the stumps are simply too big.
With plenty of effort a jack can be dug under very small stumps to force them out of the ground.
For very small trees winching can be an option. It is important that a good 1.5m of the tree is left standing to give enough leverage to pull the stump out. Winching leaves a large hole and is very dangerous.
I have seen plenty of customers who have tried to burn out tree stumps with very poor results. The main problem is that fire requires oxygen. Stumps being surrounded by soil makes burning near impossible.
I get plenty of work from customers who have tried and failed to axe out their stumps. It is incredibly hard work and only really feasible with the smallest of tree stumps
In the past it has been known for explosive experts used to dynamically remove stumps. I would think this is both illegal and very dangerous. Not recommended!
If you are very patient and can wait up to a decade or more, this is the easiest solution. You live with an unsightly stump and a trip hazard for many years.