Try unpacking your door assembly. There are often some large staples that hold the two halves of the frame together. With the staples removed there should be adjustment to accommodate different thickness walls. See if that will get narrow enough for your walls. If not consider looking at mobile home doors or possibly building the door frame from scratch.

 

Sounds like a mobile home. You can use a circular saw and a guide. I would disassemble the jamb first.

 

You probably should have bought what is called a split jamb prehung. (Google "Hang a Split-Jamb Door")

If you do cut your existing jambs down to 3 1/2" (you obviously would do this on the side that does not have the hinges and strike plate) you will probably find out that the jambs are not solid wood, and you will need to glue on a piece of solid wood to cover the cut edge.

To avoid that, you might make your own split jamb door. Take the door apart, taking it off its hinges, carefully separating the head from the side jambs. Mark a pencil line along the side of the door stops that faces the door... then remove the door stop. You will want to cut a 1" section out of the MIDDLE of the jambs with a table saw. Run them through the table saw to cut them in half... leave your pencil line plus about 1/8"... then take the piece you cut off and determine how much you need to cut off of it so that the two halves (when put back together) will equal your 3 1/2" wall thickness.

Once cut, you can either glue and pocket screw the 2 halves together (if you are sure your wall thickness is right) or install the 2 halves seperately, shimming them into the rough opening, levelling, plumbing, etc. Then swing the door closed so it latches... check your reveals, adjust as needed. When you have the door where you want it, put the door stops back on, leaving just a 1/16" of clearance between the door and stop.