the 36 qt will probably not be big enough to handle no sparge brewing, in fact the 40 qt may not be either. In doing some basic math assuming a 10lb grain bill and mashing with 1.25qt/gallon that alone is 4 gallons+.
Assuming alos you are doing 5 gallon batches and require 6.5g in kettle pre-boil you will lose about a gallon to absorption so if you mash with 4.5 gallons and get 3.5 gallons first runnings if you were to do a traditional batch sparge you would have to sparge with an additional 3 gallons so for no sparge you would need to fit both the 10 lbs of grain plus 7.5 gallons of water. I don't know the math to calculate the volume that the grain would take up but in my head I'm thinking the 36 is too small and the 40 might be completely at capacity if not short also
Oops-EDIT: Mis-read no mash out double sparge as no sparge, I would go with the 40 qt as Yooper stated it will handle what you want to brew