On the global maximum of the solution to a stochastic heat equation with compact-support initial data

Consider a stochastic heat equation $\partial_t u = \kappa \partial^2_{xx}u+\sigma(u)\dot{w}$foraspace-timewhitenoise$\dot{w}$ and a constant $\kappa >0$. Under some suitable conditions on the the initial function $u_0$ and $\sigma$, we show that the quantity \limsup_{t\to\infty}t^{-1}\ln\E(\sup_{x\in\R} |u_t(x)|^2) is bounded away from zero and infinity by explicit multiples of $1\mathrm{/}\kappa$. Our proof works by demonstrating quantitatively that the peaks of the stochastic process $x\mapsto u_t(x)$arehighlyconcentratedforinfinitely-manylargevaluesof$t$. In the special case of the parabolic Anderson model–where $\sigma (u)=\lambda u$ for some $\lambda >0$–this “peaking” is a way to make precise the notion of physical intermittency.