We construct asymptotic arguments for the relative efficiency of rejection-free Monte Carlo (MC) methods compared to the standard MC method. We find that the efficiency is proportional to exp(constβ) in the Ising, √β in the classical XY, and β in the classical Heisenberg spin systems with inverse temperature β, regardless of the dimension. The efficiency in hard particle systems is also obtained, and found to be proportional to (ρcp-ρ)^-d with the closest packing density ρcp, density ρ, and dimension d of the systems. We construct and implement a rejection-free Monte Carlo method for the hard-disk system. The RFMC has a greater computational efficiency at high densities, and the density dependence of the efficiency is as predicted by our arguments.
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Watanabe et al. (2006) studied this question.
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