I was in your exact situation, dual-booting Windows 8.1 and Ubuntu (15.04). While I would not recommend attempting any sort of Windows OS upgrade without a backup (like I carelessly did), upgrading went miraculously well for me.
Using the tool found at the Microsoft website, I simply ran it from my Windows 8.1 partition, let it download and configure its files, and install with the recommended settings (i.e. checking the "keep users and data" box). During every restart, GRUB would pop up like an old friend asking me where I wanted to go, and selecting the
Windows Boot Manager each time led to the installation proceeding as smoothly and consistently as could be. Once I even left the installation running unobserved, and upon a restart the computer automatically booted to Ubuntu--simply rebooting the computer and selecting the Windows option in GRUB, the installation picked up as if nothing had happened!
Despite my reckless behavior, however, I would still highly recommend following Journeyman's advice: make a full disk backup before attempting anything else. On other occasions (when I was more thoughtful about my actions), I used this Ubuntu help page to help myself out with the
TL;DR: Reckless user upgraded to Windows 10, found GRUB left untouched and working like a charm, but still implores you to use
dd for disk backup beforehand.