Assuming that you mean "most intellectually challenging" when you say "most difficult," it seems that academia would allow for the most challenging experience. In industry, you solve the problem that is put in front of you. In academia, you define your own problem to solve. So it seems that you could simply adjust your own work to push the limit of your own intelligence, wherever that limit is.
This isn't to say that all academics challenge themselves more than others. But if your goal is to challenge yourself, it seems that a field where you have latitude over your own research would enable you to select your own level of difficulty.