Multi-threading with TPL - Access Internal Class Properties
Values of the Base class should have protected set;.

In Mesh there is inconsistency with properties. Most are not readonly while some are.

Depending of whether or not those properties should be readonly you may remove Values initialization as well as xn and yn computation from Compute.

Furthermore, regardless of previous points, depending on whether or not Compute is called a lot in your application you might want to have a run context with array as a field so that a closure is not created.
And then you can even turn lambda in Parallel.For into a method pointer to a private method.
What this will allow you to do is allocate memory for 2 less object in Compute, which again based on frequency of usage can give you a performance boost.

Why? Firstly, allocation of memory is a slow operation. Secondly, garbage collection freezes all threads while is works. So less objects to collect - better.