The SMS specification defines acknowledgment of delivery of an SMS at the mobile. You can request to receive a delivery report when an SMS has been received.

You should look at delivery reports as follows: when you receive a delivery report you can be sure the SMS has been delivered. However, when you do not receive a delivery report, it means you just don’t know (yet). The mobile could be turned off or be out of coverage. In that case, it is still possible the SMS will be delivered, but later. It is also possible the SMS has been delivered, but we did not get a delivery report, because the mobile operator did not support the feature. In most cases, when an SMS fails, we will also send you an email about that failure.