Consider a parabolic stochastic PDE of the form $partial_t u=frac{1}{2}Delta u + sigma(u)eta$, where $u=u(t,,x)$ for $tge0$ and $xinmathbb{R}^d$, $sigma:mathbb{R}rightarrowmathbb{R}$ is Lipschitz continuous and non random, and $eta$ is a centered Gaussian noise that is white in time and colored in space, with a possibly-signed homogeneous spatial correlation $f$. If, in addition, $u(0)equiv1$, then we prove that, under a mild decay condition on $f$, the process $xmapsto u(t,,x)$ is stationary and ergodic at all times $t>0$. It has been argued that, when coupled with moment estimates, spatial ergodicity of $u$ teaches us about the intermittent nature of the solution to such SPDEs cite{BertiniCancrini1995,KhCBMS}. Our results provide rigorous justification of such discussions. Our methods hinge on novel facts from harmonic analysis and functions of positive type, as well as from Malliavin calculus and Poincare inequalities. We further showcase the utility of these Poincare inequalities by: (a) describing conditions that ensure that the random field $u(t)$ is mixing for every $t>0$; and by (b) giving a quick proof of a conjecture of Conus et al cite{CJK12} about the size of the intermittency islands of $u$. The ergodicity and the mixing results of this paper are sharp, as they include the classical theory of Maruyama cite{Maruyama} (see also Dym and McKean cite{DymMcKean}) in the simple setting where the nonlinear term $sigma$ is a constant function.
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