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Could you explain how to have both a welfare state and a lot more immigration? How do you make the numbers work?

A lot more than what? One can have welfare state and a degree of immigration. Usually more immigration means that it's more expensive. Sweden has considerable immigration when compared to many other countries, and is also a welfare state. Immigration doesn't mean open borders.

For humanitarian reasons, it's important to get as close to open borders as we can. What benefits of a first world welfare state do we gain that are worth consigning a human being to live on $1300/year (the GDP/capita of Haiti)?

Sweden is a pretty terrible example to cite. Go read the blog of Tino Sanandaji (an Iraqi immigrant to Sweden) - he does a great job showing why it's a failed policy and prevents some of the best arguments against immigration that I've read.

I didn't argue for Sweden's immigration policy - I argued that Sweden's immigration policy is possible.

It's very difficult to design domestic policies optimized for a foreign population. Evaluation of the american welfare state need only consider the impact on the american population.

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