Using Nmap with the switch -sU should do the trick.
sU tells Nmap to send an empty UDP packet to Nmaps default port list or port to the ports you specify. If an ICMP type 3 code 3 message is returned then the port is marked as closed. If an ICMP type 3 codes 1, 2, 9, 10, or 13 is returned then the port is labeled as filtered. If a service responds then the port is open. If a service responds and then does not respond to a second UDP packet then the port labeled as open filtered.