How does immigrant integration in a country change with immigration density? Guided by a statistical mechanics perspective we propose a novel approach to this problem. The analysis focuses on classical integration quantifiers such as the percentage of jobs (temporary and permanent) given to immigrants, mixed marriages, and newborns with parents of mixed origin. We find that the average values of different quantifiers may exhibit either linear or non-linear growth on immigrant density and we suggest that social action, a concept identified by Max Weber, causes the observed non-linearity. Using the statistical mechanics notion of interaction to quantitatively emulate social action, a unified mathematical model for integration is proposed and ...