there isn't a method in the Fuel API to validate mobile numbers like there is for validating email addresses.
However, there are a couple of solutions here. You can use a script to validate if the mobile number is in the correct format; Google's libphonenumber is a helpful library for validating international phone numbers.
However, if you want to verify that the mobile number exists (rather than validating the mobile number syntax), then you can use a verification API service like this one to check in real-time whether the phone number actually exists. In turn, this will minimize the quantity of "undeliverable" SMS messages that you send from MobileConnect.