First, you need to be precise in what you mean by "valid".
"Valid" can encompass at least these four possibilities:
1) the url follows the correct syntax for url's;
2) the url is valid as per #1 and further the "host" portion of the url (when it contains a name) can be resolved to an IP address;
3) the url is valid as per #2 and further there is a server located at the host (and optional port) value encoded in the URL that responds to requests;
4) The url is valid as per #3 and further the path and/or query and fragment parts defines a valid path on the server running at the host:port encoded in the url.
#1 you can do yourself, as it is just a check that the syntax is correct.
All of numbers 2-4 require some form of 'lookup' occur from some other system in order to verify 'validity'.